+72.7%
NEM vs LVS
-18.2%
+90.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | +23.1% | -3.2% | +26.3% | +23.8% |
| 3M | +18.5% | -12.0% | +30.5% | +21.2% |
| 6M | +7.8% | -19.9% | +27.7% | +12.0% |
| YTD | +29.1% | -30.6% | +59.7% | +36.7% |
| 1Y | +72.7% | -17.7% | +90.4% | +81.8% |
| All | +72.7% | -18.2% | +90.9% | +81.8% |
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