+302.3%
NEM vs LVS
0.0%
+302.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | +7.8% | -6.2% | +14.1% | +8.4% |
| 3M | +30.2% | -14.8% | +45.0% | +31.8% |
| 6M | +9.6% | -20.9% | +30.5% | +11.5% |
| YTD | +27.8% | -33.0% | +60.9% | +31.6% |
| 1Y | +60.7% | -20.0% | +80.7% | +63.1% |
| 3Y | +245.3% | -6.9% | +252.2% | +243.8% |
| 5Y | +155.3% | +9.1% | +146.3% | +151.6% |
| All | +302.3% | 0.0% | +302.3% | +276.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling