+223.5%
CB vs LVS
+0.3%
+223.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | -0.5% | -2.7% | +2.2% | 0.0% |
| 30D | -3.1% | -4.7% | +1.6% | -2.2% |
| 3M | +4.2% | -15.6% | +19.7% | +7.4% |
| 6M | +4.7% | -18.6% | +23.3% | +8.4% |
| YTD | +8.8% | -32.3% | +41.1% | +16.3% |
| 1Y | +22.6% | -18.0% | +40.7% | +25.6% |
| 3Y | +70.6% | -5.8% | +76.5% | +65.9% |
| 5Y | +99.4% | +5.7% | +93.7% | +79.5% |
| 10Y | +223.5% | 0.0% | +223.4% | +192.6% |
| All | +223.5% | +0.3% | +223.2% | +192.6% |
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