-11.8%
LVS vs ED
+143.7%
-155.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.4% | -2.3% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | +7.1% | +10.7% | -3.6% | +5.9% |
| 3M | -13.2% | +11.6% | -24.8% | -14.2% |
| 6M | -22.8% | +13.5% | -36.3% | -23.9% |
| YTD | -38.0% | +23.1% | -61.1% | -39.6% |
| 1Y | -39.5% | +23.1% | -62.5% | -41.0% |
| 3Y | -12.2% | +47.9% | -60.1% | -17.2% |
| 5Y | +6.4% | +83.9% | -77.4% | -3.6% |
| All | -11.8% | +143.7% | -155.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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