+52.3%
LVS vs ECL
+932.7%
-880.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.5% | -2.6% | +1.1% | +0.5% |
| 30D | -3.2% | -2.2% | -1.1% | -1.7% |
| 3M | -12.0% | +10.1% | -22.1% | -18.6% |
| 6M | -19.9% | -5.7% | -14.2% | -17.4% |
| YTD | -30.6% | +7.0% | -37.6% | -35.2% |
| 1Y | -17.7% | +2.7% | -20.4% | -21.2% |
| 3Y | -14.2% | +57.7% | -71.9% | -42.2% |
| 5Y | +9.6% | +31.1% | -21.5% | -18.0% |
| 10Y | +5.7% | +150.9% | -145.2% | -60.4% |
| All | +52.3% | +932.7% | -880.4% | -84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling