-21.4%
LVS vs ESI
+200.4%
-221.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.5% |
| 7D | -3.9% | +8.3% | -12.2% | -6.6% |
| 30D | +7.1% | -10.4% | +17.5% | +10.4% |
| 3M | -13.2% | -13.2% | 0.0% | -10.1% |
| 6M | -22.8% | -23.9% | +1.1% | -17.8% |
| YTD | -38.0% | +34.2% | -72.2% | -47.5% |
| 1Y | -39.5% | +22.2% | -61.7% | -47.1% |
| 3Y | -12.2% | +79.2% | -91.4% | -34.8% |
| 5Y | +6.4% | +38.1% | -31.7% | -13.8% |
| 10Y | -13.3% | +323.6% | -336.9% | -52.2% |
| All | -21.4% | +200.4% | -221.8% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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