+6.4%
LVS vs EME
+575.5%
-569.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -0.6% |
| 7D | -3.5% | +3.5% | -7.0% | -4.4% |
| 30D | -6.2% | -6.3% | +0.1% | -4.8% |
| 3M | -14.8% | -3.8% | -11.1% | -14.9% |
| 6M | -20.9% | +8.5% | -29.4% | -24.3% |
| YTD | -33.0% | +27.8% | -60.9% | -39.7% |
| 1Y | -20.0% | +22.2% | -42.2% | -28.0% |
| 3Y | -6.9% | +253.5% | -260.4% | -51.4% |
| All | +6.4% | +575.5% | -569.1% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling