-5.5%
LVS vs ELF
+299.0%
-304.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -0.9% |
| 7D | -4.3% | -10.8% | +6.6% | -2.4% |
| 30D | -6.8% | +0.8% | -7.6% | -7.1% |
| 3M | -15.6% | +64.8% | -80.4% | -23.2% |
| 6M | -20.6% | +19.0% | -39.6% | -24.0% |
| YTD | -33.4% | +25.9% | -59.3% | -37.4% |
| 1Y | -20.1% | -28.8% | +8.6% | -18.6% |
| 3Y | -7.4% | -29.6% | +22.2% | -13.8% |
| 5Y | +8.5% | +216.2% | -207.7% | -33.2% |
| All | -5.5% | +299.0% | -304.5% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling