+52.7%
EFA vs LVS
+8.6%
+44.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 6M | +9.5% | -20.9% | +30.3% | +13.8% |
| YTD | +12.9% | -33.0% | +45.9% | +20.5% |
| 1Y | +18.2% | -20.0% | +38.2% | +21.6% |
| 3Y | +64.8% | -6.9% | +71.8% | +60.8% |
| All | +52.7% | +8.6% | +44.1% | +40.4% |
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