+64.8%
EFA vs LVS
-7.9%
+72.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.4% | +0.9% |
| 7D | -1.5% | -3.5% | +1.9% | -0.9% |
| 30D | -1.7% | -6.2% | +4.6% | -0.6% |
| 3M | +3.5% | -14.8% | +18.3% | +6.2% |
| 6M | +9.5% | -20.9% | +30.3% | +13.5% |
| YTD | +12.9% | -33.0% | +45.9% | +20.0% |
| 1Y | +18.2% | -20.0% | +38.2% | +21.3% |
| 3Y | +64.8% | -6.9% | +71.8% | +56.1% |
| All | +64.8% | -7.9% | +72.7% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling