-31.8%
LVS vs ELF
-3.2%
-28.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.4% |
| 7D | +13.4% | -1.5% | +14.9% | +13.5% |
| 30D | +12.2% | +9.5% | +2.7% | +11.7% |
| 3M | -10.7% | +29.4% | -40.1% | -11.8% |
| 6M | -19.8% | +83.7% | -103.5% | -22.1% |
| YTD | -35.8% | +49.4% | -85.2% | -37.4% |
| 1Y | -31.8% | -3.9% | -27.9% | -33.4% |
| All | -31.8% | -3.2% | -28.6% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling