+207.0%
C vs LVS
-10.5%
+217.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | +4.2% | -0.8% | +5.0% | +4.4% |
| 30D | +2.0% | +10.0% | -8.0% | -2.0% |
| 3M | -10.1% | -11.0% | +0.9% | -6.3% |
| 6M | +1.0% | -20.1% | +21.1% | +9.4% |
| YTD | +8.5% | -36.3% | +44.8% | +27.4% |
| 1Y | +25.7% | -36.8% | +62.6% | +47.9% |
| 3Y | +216.0% | -9.5% | +225.5% | +205.7% |
| 5Y | +112.3% | +9.3% | +103.0% | +71.5% |
| All | +207.0% | -10.5% | +217.5% | +175.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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