-20.1%
LVS vs ELF
-31.2%
+11.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.5% |
| 7D | -4.3% | -10.8% | +6.6% | -3.7% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | -15.6% | +64.8% | -80.4% | -17.8% |
| 6M | -20.6% | +19.0% | -39.6% | -21.9% |
| YTD | -33.4% | +25.9% | -59.3% | -34.7% |
| 1Y | -20.1% | -28.8% | +8.6% | -19.3% |
| All | -20.1% | -31.2% | +11.0% | -19.3% |
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