-7.4%
LVS vs EAT
+585.9%
-593.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.3% | -6.2% | +1.9% | -3.5% |
| 30D | -6.8% | -3.0% | -3.8% | -6.6% |
| 3M | -15.6% | +45.6% | -61.3% | -19.9% |
| 6M | -20.6% | +53.5% | -74.1% | -25.4% |
| YTD | -33.4% | +49.6% | -83.0% | -37.3% |
| 1Y | -20.1% | +38.9% | -59.1% | -23.9% |
| All | -7.4% | +585.9% | -593.3% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling