-58.6%
C vs LVS
+56.6%
-115.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -2.4% | +11.1% | -13.5% | -6.0% |
| 30D | -6.0% | +14.7% | -20.7% | -10.5% |
| 3M | -10.5% | -10.9% | +0.4% | -7.2% |
| 6M | -5.7% | -22.3% | +16.6% | +2.2% |
| YTD | +4.1% | -35.8% | +39.9% | +19.6% |
| 1Y | +20.5% | -33.5% | +53.9% | +36.5% |
| 3Y | +208.1% | -11.7% | +219.8% | +205.3% |
| 5Y | +110.4% | +2.6% | +107.8% | +85.0% |
| 10Y | +234.6% | -11.9% | +246.5% | +201.6% |
| All | -58.6% | +56.6% | -115.2% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling