-38.5%
LVS vs ES
+1.3%
-39.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -3.9% | -1.1% | -2.8% | -3.8% |
| 30D | +7.1% | +8.2% | -1.2% | +6.9% |
| 3M | -13.2% | +0.6% | -13.8% | -13.2% |
| 6M | -22.8% | +6.0% | -28.8% | -22.8% |
| YTD | -38.0% | +9.3% | -47.3% | -38.3% |
| All | -38.5% | +1.3% | -39.8% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling