+40.9%
LVS vs ES
+733.0%
-692.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.7% |
| 7D | +11.1% | +1.9% | +9.2% | +10.3% |
| 30D | +14.7% | +7.1% | +7.6% | +11.5% |
| 3M | -10.9% | -1.9% | -9.0% | -10.4% |
| 6M | -22.3% | +4.4% | -26.7% | -24.2% |
| YTD | -35.8% | +7.3% | -43.1% | -38.3% |
| 1Y | -33.5% | +2.1% | -35.6% | -35.1% |
| 3Y | -11.7% | +41.8% | -53.6% | -26.5% |
| 5Y | +2.6% | +1.4% | +1.2% | -4.0% |
| 10Y | -11.9% | +86.8% | -98.6% | -47.6% |
| All | +40.9% | +733.0% | -692.1% | -70.9% |
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