-3.3%
LVS vs EFX
+42.6%
-45.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | -3.5% | -4.5% | +1.1% | -2.0% |
| 30D | -6.2% | -6.1% | -0.2% | -4.5% |
| 3M | -14.8% | +6.2% | -21.0% | -17.3% |
| 6M | -20.9% | -11.2% | -9.6% | -18.7% |
| YTD | -33.0% | -21.4% | -11.6% | -29.0% |
| 1Y | -20.0% | -34.3% | +14.3% | -9.9% |
| 3Y | -6.9% | -12.5% | +5.6% | -7.8% |
| 5Y | +9.1% | -35.6% | +44.7% | +17.2% |
| All | -3.3% | +42.6% | -45.9% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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