+51.1%
NEM vs LVS
-31.5%
+82.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +6.5% | +3.4% | +7.8% |
| 7D | +3.7% | +13.4% | -9.7% | -0.1% |
| 30D | +2.0% | +12.2% | -10.2% | -1.4% |
| 3M | +21.1% | -10.7% | +31.9% | +24.1% |
| 6M | +9.5% | -19.8% | +29.3% | +15.3% |
| YTD | +19.1% | -35.8% | +54.8% | +35.5% |
| 1Y | +51.1% | -31.8% | +82.9% | +61.5% |
| All | +51.1% | -31.5% | +82.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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