-31.8%
LVS vs ELV
+42.6%
-74.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.9% | +1.5% | +6.1% |
| 7D | +13.4% | +4.8% | +8.6% | +12.9% |
| 30D | +12.2% | +10.1% | +2.1% | +11.3% |
| 3M | -10.7% | +15.4% | -26.1% | -11.6% |
| 6M | -19.8% | +17.7% | -37.6% | -20.8% |
| YTD | -35.8% | +25.7% | -61.5% | -37.0% |
| 1Y | -31.8% | +39.9% | -71.7% | -33.8% |
| All | -31.8% | +42.6% | -74.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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