+48.7%
LVS vs EME
+7,201.5%
-7,152.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -0.1% |
| 7D | -2.7% | +2.7% | -5.4% | -4.3% |
| 30D | -4.7% | -6.8% | +2.1% | -1.4% |
| 3M | -15.6% | -8.8% | -6.7% | -14.0% |
| 6M | -18.6% | +5.0% | -23.6% | -24.6% |
| YTD | -32.3% | +23.5% | -55.8% | -43.9% |
| 1Y | -18.0% | +21.3% | -39.3% | -33.1% |
| 3Y | -5.8% | +241.1% | -246.9% | -64.2% |
| 5Y | +5.7% | +549.2% | -543.4% | -74.5% |
| 10Y | 0.0% | +1,306.4% | -1,306.4% | -87.3% |
| All | +48.7% | +7,201.5% | -7,152.8% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling