+6.7%
LVS vs ECL
+29.5%
-22.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | -0.8% | +1.1% | +0.7% |
| 30D | -3.9% | -2.5% | -1.4% | -2.8% |
| 3M | -12.9% | +8.3% | -21.2% | -16.3% |
| 6M | -16.9% | -1.1% | -15.9% | -17.0% |
| YTD | -31.2% | +6.5% | -37.8% | -33.9% |
| 1Y | -16.4% | +2.1% | -18.5% | -18.1% |
| 3Y | -4.4% | +57.6% | -62.0% | -24.6% |
| 5Y | +6.7% | +28.1% | -21.4% | -13.5% |
| All | +6.7% | +29.5% | -22.9% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling