-31.8%
LVS vs EXE
-18.4%
-13.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.9% | +9.4% | +6.2% |
| 7D | +13.4% | -4.7% | +18.1% | +13.0% |
| 30D | +12.2% | +1.0% | +11.2% | +12.2% |
| 3M | -10.7% | -5.6% | -5.1% | -11.1% |
| 6M | -19.8% | -12.3% | -7.5% | -20.3% |
| YTD | -35.8% | -19.5% | -16.3% | -36.3% |
| 1Y | -31.8% | -18.9% | -12.9% | -32.4% |
| All | -31.8% | -18.4% | -13.4% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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