+5.3%
LVS vs ES
+1.4%
+3.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.1% |
| 7D | +11.1% | +1.9% | +9.2% | +10.7% |
| 30D | +14.7% | +7.1% | +7.6% | +13.2% |
| 3M | -10.9% | -1.9% | -9.0% | -10.7% |
| 6M | -22.3% | +4.4% | -26.7% | -23.2% |
| YTD | -35.8% | +7.3% | -43.1% | -37.0% |
| 1Y | -33.5% | +2.1% | -35.6% | -34.2% |
| 3Y | -11.7% | +41.8% | -53.6% | -18.7% |
| All | +5.3% | +1.4% | +3.8% | -9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling