-18.6%
LVS vs ELAN
-28.2%
+9.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.1% |
| 7D | -3.5% | -5.4% | +2.0% | -1.9% |
| 30D | -6.2% | +4.7% | -10.9% | -7.5% |
| 3M | -14.8% | -3.7% | -11.2% | -14.3% |
| 6M | -20.9% | -1.2% | -19.7% | -22.0% |
| YTD | -33.0% | +2.4% | -35.4% | -34.9% |
| 1Y | -20.0% | +23.4% | -43.4% | -26.9% |
| 3Y | -6.9% | +96.7% | -103.6% | -32.5% |
| 5Y | +9.1% | -30.6% | +39.7% | +16.4% |
| All | -18.6% | -28.2% | +9.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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