+52.3%
LVS vs EL
+486.4%
-434.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -2.1% |
| 7D | -1.5% | +0.8% | -2.3% | -2.0% |
| 30D | -3.2% | +19.8% | -23.1% | -14.1% |
| 3M | -12.0% | +25.7% | -37.7% | -24.4% |
| 6M | -19.9% | +5.4% | -25.3% | -25.8% |
| YTD | -30.6% | +0.2% | -30.9% | -35.7% |
| 1Y | -17.7% | +20.4% | -38.2% | -33.6% |
| 3Y | -14.2% | -32.1% | +17.9% | -12.8% |
| 5Y | +9.6% | -67.2% | +76.8% | +80.9% |
| 10Y | +5.7% | +31.7% | -26.1% | -45.5% |
| All | +52.3% | +486.4% | -434.1% | -83.3% |
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