+40.8%
LVS vs ET
+1,447.8%
-1,407.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -2.7% | +0.6% | -3.4% | -3.0% |
| 30D | -4.7% | +5.3% | -10.0% | -6.8% |
| 3M | -15.6% | +15.6% | -31.2% | -20.7% |
| 6M | -18.6% | +20.6% | -39.3% | -25.2% |
| YTD | -32.3% | +38.5% | -70.8% | -41.3% |
| 1Y | -18.0% | +35.7% | -53.7% | -28.5% |
| 3Y | -5.8% | +98.4% | -104.2% | -30.6% |
| 5Y | +5.7% | +245.3% | -239.6% | -38.6% |
| 10Y | 0.0% | +173.7% | -173.7% | -43.6% |
| All | +40.8% | +1,447.8% | -1,407.0% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling