-6.9%
LVS vs ETR
+143.8%
-150.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.5% | -1.8% | -1.7% | -3.2% |
| 30D | -6.2% | -1.8% | -4.5% | -6.0% |
| 3M | -14.8% | -3.6% | -11.3% | -14.5% |
| 6M | -20.9% | +2.6% | -23.5% | -22.0% |
| YTD | -33.0% | +16.0% | -49.1% | -36.0% |
| 1Y | -20.0% | +20.1% | -40.2% | -24.3% |
| 3Y | -6.9% | +143.6% | -150.5% | -27.6% |
| All | -6.9% | +143.8% | -150.8% | -27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling