-9.5%
LVS vs ESI
+318.1%
-327.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -0.8% | +5.5% | -6.4% | -3.2% |
| 30D | +10.0% | -7.8% | +17.7% | +12.8% |
| 3M | -11.0% | -15.0% | +4.0% | -6.3% |
| 6M | -20.1% | -24.9% | +4.8% | -13.3% |
| YTD | -36.3% | +33.2% | -69.6% | -49.0% |
| 1Y | -36.8% | +24.9% | -61.8% | -48.0% |
| 3Y | -9.5% | +77.8% | -87.3% | -39.8% |
| 5Y | +9.3% | +37.1% | -27.8% | -18.4% |
| All | -9.5% | +318.1% | -327.5% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling