+5.7%
LVS vs EAT
+310.8%
-305.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.7% |
| 7D | -2.7% | -6.8% | +4.1% | -1.0% |
| 30D | -4.7% | -5.4% | +0.7% | -3.7% |
| 3M | -15.6% | +42.8% | -58.3% | -23.3% |
| 6M | -18.6% | +56.5% | -75.2% | -28.5% |
| YTD | -32.3% | +50.0% | -82.3% | -40.1% |
| 1Y | -18.0% | +38.3% | -56.3% | -26.4% |
| 3Y | -5.8% | +591.6% | -597.5% | -53.9% |
| 5Y | +5.7% | +312.6% | -306.9% | -38.2% |
| All | +5.7% | +310.8% | -305.1% | -38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling