+5.7%
LVS vs ESI
+74.4%
-68.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.0% |
| 7D | -2.7% | +3.9% | -6.6% | -4.3% |
| 30D | -4.7% | -3.8% | -0.9% | -3.6% |
| 3M | -15.6% | -13.1% | -2.4% | -12.7% |
| 6M | -18.6% | +11.3% | -30.0% | -27.0% |
| YTD | -32.3% | +44.1% | -76.4% | -47.7% |
| 1Y | -18.0% | +40.3% | -58.4% | -36.4% |
| 3Y | -5.8% | +84.1% | -89.9% | -40.9% |
| 5Y | +5.7% | +75.8% | -70.1% | -32.7% |
| All | +5.7% | +74.4% | -68.7% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling