+52.3%
LVS vs ES
+737.6%
-685.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -3.2% | -2.0% | -1.3% | -2.5% |
| 3M | -12.0% | +1.7% | -13.7% | -12.8% |
| 6M | -19.9% | -3.5% | -16.4% | -19.3% |
| YTD | -30.6% | +7.9% | -38.5% | -33.4% |
| 1Y | -17.7% | +17.2% | -34.9% | -24.2% |
| 3Y | -14.2% | +29.3% | -43.5% | -25.8% |
| 5Y | +9.6% | -5.7% | +15.4% | +6.1% |
| 10Y | +5.7% | +85.2% | -79.5% | -36.8% |
| All | +52.3% | +737.6% | -685.3% | -68.6% |
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