+9.4%
LVS vs ED
+82.4%
-73.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | +12.2% | +11.2% | +1.0% | +12.0% |
| 3M | -11.3% | +11.8% | -23.1% | -11.5% |
| 6M | -21.6% | +14.1% | -35.7% | -21.8% |
| YTD | -36.6% | +23.0% | -59.6% | -37.1% |
| 1Y | -38.4% | +23.7% | -62.0% | -38.9% |
| 3Y | -10.2% | +47.7% | -57.9% | -13.4% |
| 5Y | +9.4% | +82.6% | -73.2% | -2.1% |
| All | +9.4% | +82.4% | -73.0% | -2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling