+52.3%
LVS vs EAT
+1,364.5%
-1,312.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -3.2% | +1.9% | -5.1% | -4.4% |
| 3M | -12.0% | +68.7% | -80.6% | -29.0% |
| 6M | -19.9% | +66.9% | -86.8% | -36.2% |
| YTD | -30.6% | +60.4% | -91.0% | -44.4% |
| 1Y | -17.7% | +44.0% | -61.7% | -32.3% |
| 3Y | -14.2% | +604.7% | -618.9% | -66.7% |
| 5Y | +9.6% | +347.0% | -337.4% | -51.9% |
| 10Y | +5.7% | +390.8% | -385.1% | -67.8% |
| All | +52.3% | +1,364.5% | -1,312.2% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling