-3.3%
LVS vs EME
+1,362.1%
-1,365.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.1% |
| 7D | -3.5% | +3.5% | -7.0% | -4.8% |
| 30D | -6.2% | -6.3% | +0.1% | -4.2% |
| 3M | -14.8% | -3.8% | -11.1% | -15.2% |
| 6M | -20.9% | +8.5% | -29.4% | -25.7% |
| YTD | -33.0% | +27.8% | -60.9% | -42.0% |
| 1Y | -20.0% | +22.2% | -42.2% | -30.5% |
| 3Y | -6.9% | +253.5% | -260.4% | -55.6% |
| 5Y | +9.1% | +578.6% | -569.5% | -64.2% |
| All | -3.3% | +1,362.1% | -1,365.4% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling