+52.3%
LVS vs ETR
+649.4%
-597.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -2.1% |
| 30D | -3.2% | +1.0% | -4.2% | -3.7% |
| 3M | -12.0% | -1.3% | -10.7% | -11.8% |
| 6M | -19.9% | +1.9% | -21.8% | -21.4% |
| YTD | -30.6% | +18.2% | -48.8% | -36.2% |
| 1Y | -17.7% | +24.7% | -42.4% | -26.1% |
| 3Y | -14.2% | +150.7% | -164.9% | -44.3% |
| 5Y | +9.6% | +127.0% | -117.4% | -27.5% |
| 10Y | +5.7% | +295.5% | -289.8% | -49.1% |
| All | +52.3% | +649.4% | -597.1% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling