-6.9%
LVS vs ET
+96.2%
-103.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.8% |
| 7D | -3.5% | +0.2% | -3.7% | -3.5% |
| 30D | -6.2% | +2.9% | -9.1% | -7.1% |
| 3M | -14.8% | +16.8% | -31.6% | -19.2% |
| 6M | -20.9% | +18.9% | -39.7% | -25.8% |
| YTD | -33.0% | +37.7% | -70.7% | -41.0% |
| 1Y | -20.0% | +32.4% | -52.5% | -28.5% |
| 3Y | -6.9% | +99.5% | -106.4% | -31.1% |
| All | -6.9% | +96.2% | -103.1% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling