+39.7%
LVS vs EL
+530.9%
-491.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.0% |
| 7D | -0.8% | +1.5% | -2.4% | -1.7% |
| 30D | +10.0% | +10.0% | 0.0% | +3.6% |
| 3M | -11.0% | +28.4% | -39.4% | -24.7% |
| 6M | -20.1% | +37.1% | -57.2% | -36.0% |
| YTD | -36.3% | +7.8% | -44.2% | -43.9% |
| 1Y | -36.8% | +26.0% | -62.9% | -50.0% |
| 3Y | -9.5% | +3.8% | -13.4% | -30.1% |
| 5Y | +9.3% | -65.2% | +74.5% | +74.1% |
| 10Y | -11.0% | +62.1% | -73.1% | -60.7% |
| All | +39.7% | +530.9% | -491.2% | -85.4% |
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