-9.7%
LVS vs ELF
+391.6%
-401.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.9% | -1.2% | +2.0% |
| 7D | -0.8% | +1.6% | -2.4% | -1.1% |
| 30D | +10.0% | +9.1% | +0.9% | +8.3% |
| 3M | -11.0% | +28.2% | -39.2% | -15.1% |
| 6M | -20.1% | +119.5% | -139.7% | -31.1% |
| YTD | -36.3% | +55.2% | -91.5% | -42.4% |
| 1Y | -36.8% | +58.6% | -95.4% | -43.2% |
| 3Y | -9.5% | +21.3% | -30.8% | -24.5% |
| 5Y | +9.3% | +276.2% | -266.9% | -34.7% |
| 10Y | -11.0% | +337.0% | -347.9% | -55.9% |
| All | -9.7% | +391.6% | -401.3% | -55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling