+50.9%
LVS vs ELV
+772.3%
-721.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -3.9% | +2.0% | -5.9% | -4.8% |
| 3M | -12.9% | -3.5% | -9.4% | -12.3% |
| 6M | -16.9% | +40.2% | -57.1% | -28.9% |
| YTD | -31.2% | +15.8% | -47.1% | -37.0% |
| 1Y | -16.4% | +33.2% | -49.6% | -28.4% |
| 3Y | -4.4% | -6.2% | +1.8% | -8.8% |
| 5Y | +6.7% | +16.4% | -9.8% | -11.3% |
| 10Y | +1.4% | +259.8% | -258.3% | -56.2% |
| All | +50.9% | +772.3% | -721.4% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling