+1.5%
CARR vs LVS
-7.9%
+9.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.3% |
| 7D | -3.8% | -3.5% | -0.3% | -3.0% |
| 30D | -8.9% | -6.2% | -2.7% | -7.6% |
| 3M | -17.3% | -14.8% | -2.5% | -14.4% |
| 6M | -1.4% | -20.9% | +19.5% | +3.7% |
| YTD | +10.0% | -33.0% | +43.0% | +19.8% |
| 1Y | -6.4% | -20.0% | +13.7% | -3.3% |
| 3Y | +1.5% | -6.9% | +8.5% | -6.3% |
| All | +1.5% | -7.9% | +9.4% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling