+6.4%
LVS vs ELV
+24.6%
-18.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.7% | -1.9% |
| 7D | -3.5% | +2.8% | -6.2% | -3.9% |
| 30D | -6.2% | +4.9% | -11.1% | -6.9% |
| 3M | -14.8% | +4.9% | -19.7% | -15.6% |
| 6M | -20.9% | +45.1% | -65.9% | -25.7% |
| YTD | -33.0% | +20.7% | -53.7% | -35.5% |
| 1Y | -20.0% | +35.0% | -55.0% | -24.6% |
| 3Y | -6.9% | -2.4% | -4.5% | -7.8% |
| All | +6.4% | +24.6% | -18.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling