-3.8%
LVS vs EL
+25.3%
-29.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.7% |
| 7D | -4.3% | -4.4% | +0.1% | -2.5% |
| 30D | -6.8% | +10.3% | -17.1% | -11.2% |
| 3M | -15.6% | +13.4% | -29.0% | -20.8% |
| 6M | -20.6% | +3.1% | -23.7% | -23.8% |
| YTD | -33.4% | -6.9% | -26.5% | -34.5% |
| 1Y | -20.1% | +11.9% | -32.1% | -29.0% |
| 3Y | -7.4% | -33.8% | +26.4% | -2.9% |
| 5Y | +8.5% | -69.0% | +77.5% | +73.3% |
| All | -3.8% | +25.3% | -29.1% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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