+10.4%
LVS vs ELF
+232.2%
-221.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.9% |
| 7D | -2.7% | -6.8% | +4.1% | -1.8% |
| 30D | -4.7% | +5.1% | -9.8% | -5.5% |
| 3M | -15.6% | +79.8% | -95.3% | -22.9% |
| 6M | -18.6% | +29.7% | -48.4% | -22.5% |
| YTD | -32.3% | +31.6% | -63.9% | -36.1% |
| 1Y | -18.0% | -27.9% | +9.9% | -16.5% |
| 3Y | -5.8% | -26.4% | +20.6% | -14.3% |
| All | +10.4% | +232.2% | -221.8% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling