0.0%
LVS vs ES
+83.1%
-83.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.7% | -1.0% | -3.7% | -4.5% |
| 3M | -15.6% | +1.5% | -17.1% | -15.9% |
| 6M | -18.6% | -3.5% | -15.2% | -18.3% |
| YTD | -32.3% | +7.0% | -39.2% | -33.4% |
| 1Y | -18.0% | +15.3% | -33.3% | -20.7% |
| 3Y | -5.8% | +30.2% | -36.0% | -11.6% |
| 5Y | +5.7% | -4.3% | +10.0% | +3.4% |
| 10Y | 0.0% | +87.5% | -87.5% | -0.5% |
| All | 0.0% | +83.1% | -83.1% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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