-20.1%
LVS vs EL
+11.6%
-31.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.4% |
| 7D | -4.3% | -4.4% | +0.1% | -3.9% |
| 30D | -6.8% | +10.3% | -17.1% | -7.9% |
| 3M | -15.6% | +13.4% | -29.0% | -16.8% |
| 6M | -20.6% | +3.1% | -23.7% | -21.7% |
| YTD | -33.4% | -6.9% | -26.5% | -34.0% |
| 1Y | -20.1% | +11.9% | -32.1% | -22.5% |
| All | -20.1% | +11.6% | -31.8% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling