-4.6%
CARR vs LVS
-18.2%
+13.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +1.6% | -1.5% | +3.1% | +1.7% |
| 30D | -8.7% | -3.2% | -5.5% | -8.5% |
| 3M | -12.6% | -12.0% | -0.6% | -11.5% |
| 6M | -1.5% | -19.9% | +18.4% | +0.2% |
| YTD | +14.3% | -30.6% | +44.9% | +16.9% |
| 1Y | -4.6% | -17.7% | +13.2% | -5.8% |
| All | -4.6% | -18.2% | +13.6% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling