+5.7%
LVS vs EL
-68.4%
+74.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | -2.7% | -2.4% | -0.4% | -1.9% |
| 30D | -4.7% | +13.7% | -18.4% | -9.4% |
| 3M | -15.6% | +14.5% | -30.1% | -20.2% |
| 6M | -18.6% | +7.4% | -26.0% | -22.4% |
| YTD | -32.3% | -4.7% | -27.6% | -33.6% |
| 1Y | -18.0% | +12.9% | -31.0% | -26.0% |
| 3Y | -5.8% | -32.2% | +26.4% | -1.2% |
| 5Y | +5.7% | -68.4% | +74.1% | +78.6% |
| All | +5.7% | -68.4% | +74.1% | +78.6% |
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 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