+39.7%
LVS vs ED
+574.8%
-535.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.5% |
| 30D | +10.0% | +10.4% | -0.4% | +6.2% |
| 3M | -11.0% | +12.5% | -23.6% | -14.7% |
| 6M | -20.1% | +14.9% | -35.1% | -24.2% |
| YTD | -36.3% | +24.8% | -61.2% | -41.7% |
| 1Y | -36.8% | +23.8% | -60.7% | -42.0% |
| 3Y | -9.5% | +51.6% | -61.2% | -24.8% |
| 5Y | +9.3% | +86.4% | -77.1% | -18.9% |
| 10Y | -11.0% | +145.4% | -156.4% | -48.6% |
| All | +39.7% | +574.8% | -535.1% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling