+159.2%
NEM vs LVS
+5.3%
+153.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | +3.1% | -2.7% | +5.8% | +3.4% |
| 30D | +10.0% | -4.7% | +14.7% | +10.6% |
| 3M | +30.9% | -15.6% | +46.5% | +33.4% |
| 6M | +10.5% | -18.6% | +29.2% | +13.0% |
| YTD | +29.7% | -32.3% | +62.0% | +35.3% |
| 1Y | +71.1% | -18.0% | +89.1% | +74.5% |
| 3Y | +252.1% | -5.8% | +257.9% | +248.7% |
| All | +159.2% | +5.3% | +153.9% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling