-20.0%
LVS vs EXE
+1.0%
-21.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | -3.5% | -3.1% | -0.3% | -3.4% |
| 30D | -6.2% | -0.9% | -5.3% | -6.2% |
| 3M | -14.8% | +9.6% | -24.4% | -15.1% |
| 6M | -20.9% | -11.6% | -9.3% | -19.8% |
| YTD | -33.0% | -12.6% | -20.5% | -32.1% |
| 1Y | -20.0% | +1.2% | -21.2% | -24.4% |
| All | -20.0% | +1.0% | -21.0% | -24.4% |
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