+36.1%
LVS vs ECL
+1,028.6%
-992.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.4% |
| 7D | -3.9% | -0.5% | -3.4% | -3.6% |
| 30D | +7.1% | +6.6% | +0.5% | +2.1% |
| 3M | -13.2% | +9.6% | -22.8% | -19.0% |
| 6M | -22.8% | +21.6% | -44.4% | -34.0% |
| YTD | -38.0% | +16.9% | -54.9% | -45.9% |
| 1Y | -39.5% | +17.9% | -57.3% | -47.6% |
| 3Y | -12.2% | +76.5% | -88.7% | -45.4% |
| 5Y | +6.4% | +36.6% | -30.2% | -22.2% |
| 10Y | -13.3% | +193.2% | -206.5% | -71.5% |
| All | +36.1% | +1,028.6% | -992.6% | -87.0% |
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