+50.9%
LVS vs EWJ
+239.7%
-188.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.6% |
| 7D | +0.3% | +2.9% | -2.6% | -2.5% |
| 30D | -3.9% | +1.1% | -5.0% | -5.1% |
| 3M | -12.9% | +7.1% | -20.0% | -19.7% |
| 6M | -16.9% | +16.2% | -33.1% | -30.0% |
| YTD | -31.2% | +22.0% | -53.2% | -45.4% |
| 1Y | -16.4% | +26.2% | -42.6% | -36.3% |
| 3Y | -4.4% | +73.5% | -77.9% | -49.3% |
| 5Y | +6.7% | +52.7% | -46.0% | -34.6% |
| 10Y | +1.4% | +138.5% | -137.0% | -60.4% |
| All | +50.9% | +239.7% | -188.8% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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