-3.3%
LVS vs ELV
+280.2%
-283.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | -3.5% | +3.2% | -6.7% | -4.4% |
| 30D | -6.2% | +5.4% | -11.6% | -7.7% |
| 3M | -14.8% | +5.4% | -20.2% | -16.6% |
| 6M | -20.9% | +45.7% | -66.6% | -29.7% |
| YTD | -33.0% | +21.2% | -54.2% | -37.7% |
| 1Y | -20.0% | +35.6% | -55.6% | -28.5% |
| 3Y | -6.9% | -2.0% | -4.9% | -10.3% |
| 5Y | +9.1% | +26.0% | -16.9% | -7.1% |
| All | -3.3% | +280.2% | -283.5% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling