+36.1%
LVS vs EL
+523.9%
-487.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.3% |
| 7D | -3.9% | +2.7% | -6.5% | -5.4% |
| 30D | +7.1% | +10.8% | -3.8% | +0.3% |
| 3M | -13.2% | +26.5% | -39.7% | -25.9% |
| 6M | -22.8% | +31.1% | -53.9% | -36.5% |
| YTD | -38.0% | +6.6% | -44.6% | -45.1% |
| 1Y | -39.5% | +21.8% | -61.3% | -51.0% |
| 3Y | -12.2% | +1.8% | -13.9% | -31.3% |
| 5Y | +6.4% | -65.6% | +72.0% | +70.6% |
| 10Y | -13.3% | +60.3% | -73.6% | -61.5% |
| All | +36.1% | +523.9% | -487.8% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling