+5.0%
LVS vs ELF
+272.3%
-267.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.2% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | +10.0% | +9.1% | +0.9% | +8.6% |
| 3M | -11.0% | +28.2% | -39.2% | -14.3% |
| 6M | -20.1% | +119.5% | -139.7% | -29.0% |
| YTD | -36.3% | +55.2% | -91.5% | -41.2% |
| 1Y | -36.8% | +58.6% | -95.4% | -42.0% |
| 3Y | -9.5% | +21.3% | -30.8% | -26.1% |
| All | +5.0% | +272.3% | -267.3% | -57.7% |
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