+85.2%
LVS vs EFV
+256.4%
-171.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | 0.0% |
| 7D | +0.3% | +1.0% | -0.7% | -0.9% |
| 30D | -3.9% | +0.2% | -4.1% | -4.1% |
| 3M | -12.9% | +9.6% | -22.5% | -22.4% |
| 6M | -16.9% | +14.0% | -31.0% | -30.0% |
| YTD | -31.2% | +18.5% | -49.7% | -45.0% |
| 1Y | -16.4% | +27.9% | -44.3% | -39.3% |
| 3Y | -4.4% | +92.4% | -96.9% | -58.6% |
| 5Y | +6.7% | +97.2% | -90.5% | -54.7% |
| 10Y | +1.4% | +163.0% | -161.6% | -69.7% |
| All | +85.2% | +256.4% | -171.1% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling