+8.5%
LVS vs EFX
-37.1%
+45.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.3% | -11.1% | +6.8% | -0.6% |
| 30D | -6.8% | -7.4% | +0.6% | -4.6% |
| 3M | -15.6% | +1.5% | -17.1% | -16.8% |
| 6M | -20.6% | -13.7% | -6.9% | -17.6% |
| YTD | -33.4% | -21.9% | -11.6% | -29.1% |
| 1Y | -20.1% | -30.8% | +10.6% | -11.3% |
| 3Y | -7.4% | -12.4% | +4.9% | -9.7% |
| 5Y | +8.5% | -35.9% | +44.4% | +19.0% |
| All | +8.5% | -37.1% | +45.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling