+425.9%
CARR vs LVS
+25.6%
+400.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | +0.6% | -2.7% | +3.4% | +1.3% |
| 30D | -8.7% | -4.7% | -4.0% | -7.7% |
| 3M | -18.4% | -15.6% | -2.8% | -15.3% |
| 6M | -0.6% | -18.6% | +18.0% | +3.8% |
| YTD | +10.9% | -32.3% | +43.2% | +20.2% |
| 1Y | -7.3% | -18.0% | +10.7% | -4.5% |
| 3Y | +2.9% | -5.8% | +8.7% | +0.1% |
| 5Y | +9.6% | +5.7% | +3.9% | +0.5% |
| All | +425.9% | +25.6% | +400.3% | +370.7% |
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