+6.4%
LVS vs EFV
+95.9%
-89.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | -0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -2.7% |
| 30D | -6.2% | +0.6% | -6.9% | -6.8% |
| 3M | -14.8% | +7.5% | -22.4% | -21.1% |
| 6M | -20.9% | +13.0% | -33.9% | -30.8% |
| YTD | -33.0% | +18.3% | -51.4% | -44.7% |
| 1Y | -20.0% | +26.7% | -46.8% | -38.9% |
| 3Y | -6.9% | +89.6% | -96.5% | -55.7% |
| All | +6.4% | +95.9% | -89.5% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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