-3.3%
LVS vs ETR
+296.9%
-300.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.0% |
| 30D | -6.2% | -1.8% | -4.5% | -5.8% |
| 3M | -14.8% | -3.6% | -11.3% | -14.1% |
| 6M | -20.9% | +2.6% | -23.5% | -22.1% |
| YTD | -33.0% | +16.0% | -49.1% | -36.7% |
| 1Y | -20.0% | +20.1% | -40.2% | -25.2% |
| 3Y | -6.9% | +143.6% | -150.5% | -31.3% |
| 5Y | +9.1% | +124.4% | -115.3% | -18.7% |
| All | -3.3% | +296.9% | -300.2% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling