+6.4%
LVS vs EL
-65.5%
+72.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.7% |
| 7D | -3.9% | +2.7% | -6.5% | -4.8% |
| 30D | +7.1% | +10.8% | -3.8% | +3.0% |
| 3M | -13.2% | +26.5% | -39.7% | -20.8% |
| 6M | -22.8% | +31.1% | -53.9% | -31.1% |
| YTD | -38.0% | +6.6% | -44.6% | -41.8% |
| 1Y | -39.5% | +21.8% | -61.3% | -46.4% |
| 3Y | -12.2% | +1.8% | -13.9% | -24.5% |
| 5Y | +6.4% | -65.6% | +72.0% | +71.1% |
| All | +6.4% | -65.5% | +72.0% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling