-3.8%
LVS vs ECL
+155.8%
-159.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -4.3% | -2.6% | -1.6% | -3.0% |
| 30D | -6.8% | -4.6% | -2.2% | -4.6% |
| 3M | -15.6% | +6.0% | -21.6% | -18.4% |
| 6M | -20.6% | -3.0% | -17.6% | -20.0% |
| YTD | -33.4% | +4.0% | -37.4% | -35.4% |
| 1Y | -20.1% | +2.0% | -22.2% | -21.9% |
| 3Y | -7.4% | +53.9% | -61.3% | -27.7% |
| 5Y | +8.5% | +27.1% | -18.6% | -8.3% |
| All | -3.8% | +155.8% | -159.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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