-10.9%
LVS vs ES
+87.3%
-98.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +6.7% | +0.9% | +5.8% | +6.5% |
| 30D | +13.8% | +5.9% | +7.9% | +12.6% |
| 3M | -9.5% | -1.0% | -8.4% | -9.4% |
| 6M | -22.0% | +7.2% | -29.2% | -23.2% |
| YTD | -35.7% | +7.0% | -42.6% | -36.8% |
| 1Y | -36.7% | +0.5% | -37.1% | -37.1% |
| 3Y | -8.8% | +48.7% | -57.5% | -16.2% |
| 5Y | +9.5% | +1.9% | +7.6% | +5.9% |
| 10Y | -10.9% | +89.2% | -100.1% | -9.5% |
| All | -10.9% | +87.3% | -98.2% | -9.5% |
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