+286.9%
EFA vs LVS
+67.7%
+219.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.4% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -0.7% | -3.9% | +3.2% | -0.1% |
| 3M | +6.4% | -12.9% | +19.3% | +8.7% |
| 6M | +11.4% | -16.9% | +28.3% | +14.5% |
| YTD | +14.0% | -31.2% | +45.2% | +20.5% |
| 1Y | +20.2% | -16.4% | +36.6% | +22.6% |
| 3Y | +68.2% | -4.4% | +72.6% | +65.3% |
| 5Y | +54.8% | +6.7% | +48.1% | +45.1% |
| 10Y | +142.4% | +1.4% | +140.9% | +122.1% |
| All | +286.9% | +67.7% | +219.2% | +189.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling