+100.6%
CB vs LVS
+3.8%
+96.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.3% |
| 7D | -1.5% | +5.2% | -6.7% | -2.0% |
| 30D | +6.5% | +12.0% | -5.5% | +5.3% |
| 3M | +4.1% | -11.5% | +15.6% | +5.2% |
| 6M | +14.4% | -23.2% | +37.6% | +17.2% |
| YTD | +17.5% | -36.7% | +54.2% | +22.5% |
| 1Y | +27.5% | -36.8% | +64.3% | +32.9% |
| 3Y | +71.6% | -10.5% | +82.1% | +69.3% |
| 5Y | +100.6% | +5.1% | +95.5% | +95.2% |
| All | +100.6% | +3.8% | +96.8% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling