+50.9%
LVS vs EFX
+646.8%
-595.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | +1.0% |
| 7D | +0.3% | -7.8% | +8.1% | +5.3% |
| 30D | -3.9% | -5.7% | +1.8% | -0.8% |
| 3M | -12.9% | +2.5% | -15.4% | -16.0% |
| 6M | -16.9% | -16.7% | -0.3% | -9.8% |
| YTD | -31.2% | -20.2% | -11.1% | -24.9% |
| 1Y | -16.4% | -31.4% | +15.0% | -0.2% |
| 3Y | -4.4% | -10.5% | +6.1% | -11.5% |
| 5Y | +6.7% | -35.2% | +41.9% | +17.0% |
| 10Y | +1.4% | +40.2% | -38.7% | -51.7% |
| All | +50.9% | +646.8% | -595.9% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling