-6.9%
LVS vs EQX
+168.9%
-175.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -3.5% | -3.2% | -0.3% | -3.3% |
| 30D | -6.2% | +7.8% | -14.0% | -6.7% |
| 3M | -14.8% | +21.3% | -36.2% | -16.0% |
| 6M | -20.9% | -22.4% | +1.6% | -20.0% |
| YTD | -33.0% | -11.3% | -21.7% | -32.9% |
| 1Y | -20.0% | +13.5% | -33.5% | -21.1% |
| 3Y | -6.9% | +162.1% | -169.1% | -12.2% |
| All | -6.9% | +168.9% | -175.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling