-9.5%
LVS vs ECL
+197.5%
-207.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.6% | +1.1% | +1.9% |
| 7D | -0.8% | +2.9% | -3.7% | -2.3% |
| 30D | +10.0% | +7.5% | +2.5% | +6.0% |
| 3M | -11.0% | +12.2% | -23.3% | -16.1% |
| 6M | -20.1% | +24.6% | -44.7% | -29.0% |
| YTD | -36.3% | +18.8% | -55.1% | -42.3% |
| 1Y | -36.8% | +19.3% | -56.2% | -42.9% |
| 3Y | -9.5% | +78.2% | -87.7% | -34.3% |
| 5Y | +9.3% | +38.8% | -29.5% | -11.3% |
| All | -9.5% | +197.5% | -207.0% | -46.3% |
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