+39.0%
LVS vs ES
+728.9%
-689.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.2% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | +12.0% | +5.7% | +6.3% | +9.4% |
| 3M | -11.5% | -2.8% | -8.7% | -10.6% |
| 6M | -23.2% | +7.0% | -30.2% | -25.8% |
| YTD | -36.7% | +6.8% | -43.5% | -39.0% |
| 1Y | -36.8% | -0.5% | -36.3% | -37.7% |
| 3Y | -10.5% | +47.2% | -57.7% | -26.7% |
| 5Y | +5.1% | +2.3% | +2.8% | -2.1% |
| 10Y | -14.0% | +85.6% | -99.6% | -48.7% |
| All | +39.0% | +728.9% | -689.8% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling