-31.8%
LVS vs ET
+24.7%
-56.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.5% | +10.0% | +5.3% |
| 7D | +13.4% | -6.0% | +19.4% | +11.3% |
| 30D | +12.2% | -6.1% | +18.3% | +10.3% |
| 3M | -10.7% | -2.7% | -8.1% | -11.4% |
| 6M | -19.8% | +0.2% | -20.1% | -19.7% |
| YTD | -35.8% | +24.3% | -60.1% | -33.4% |
| 1Y | -31.8% | +26.4% | -58.2% | -29.2% |
| All | -31.8% | +24.7% | -56.5% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling