-9.5%
LVS vs EAT
+320.8%
-330.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -0.8% | -4.0% | +3.2% | +0.1% |
| 30D | +10.0% | -2.9% | +12.9% | +10.4% |
| 3M | -11.0% | -16.9% | +5.8% | -7.5% |
| 6M | -20.1% | +57.0% | -77.1% | -29.7% |
| YTD | -36.3% | +38.2% | -74.5% | -42.9% |
| 1Y | -36.8% | +69.3% | -106.1% | -46.3% |
| 3Y | -9.5% | +483.0% | -492.5% | -48.2% |
| 5Y | +9.3% | +364.1% | -354.8% | -36.2% |
| All | -9.5% | +320.8% | -330.3% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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