-8.8%
LVS vs ECL
+79.5%
-88.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +6.7% | +0.4% | +6.2% | +6.5% |
| 30D | +13.8% | +8.6% | +5.2% | +9.9% |
| 3M | -9.5% | +7.9% | -17.4% | -12.3% |
| 6M | -22.0% | +21.0% | -43.0% | -28.4% |
| YTD | -35.7% | +17.5% | -53.2% | -40.5% |
| 1Y | -36.7% | +19.7% | -56.3% | -42.0% |
| 3Y | -8.8% | +77.4% | -86.3% | -34.8% |
| All | -8.8% | +79.5% | -88.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling