-31.8%
LVS vs ETR
+18.4%
-50.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.7% | +3.7% | +6.8% |
| 7D | +13.4% | +3.7% | +9.7% | +13.9% |
| 30D | +12.2% | +11.0% | +1.2% | +13.9% |
| 3M | -10.7% | +3.4% | -14.2% | -10.4% |
| 6M | -19.8% | -3.3% | -16.5% | -19.6% |
| YTD | -35.8% | +23.3% | -59.0% | -37.1% |
| 1Y | -31.8% | +19.2% | -51.0% | -32.7% |
| All | -31.8% | +18.4% | -50.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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