-3.3%
LVS vs EAT
+374.9%
-378.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -3.5% | -7.7% | +4.2% | -1.6% |
| 30D | -6.2% | -13.6% | +7.3% | -2.9% |
| 3M | -14.8% | +33.9% | -48.7% | -21.3% |
| 6M | -20.9% | +47.2% | -68.1% | -29.3% |
| YTD | -33.0% | +48.1% | -81.1% | -40.5% |
| 1Y | -20.0% | +33.7% | -53.7% | -27.8% |
| 3Y | -6.9% | +595.8% | -602.7% | -48.9% |
| 5Y | +9.1% | +314.4% | -305.3% | -34.0% |
| All | -3.3% | +374.9% | -378.3% | -53.1% |
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