+1,248.4%
CB vs LVS
+54.5%
+1,193.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -1.5% | +5.2% | -6.7% | -2.3% |
| 30D | +6.5% | +12.0% | -5.5% | +4.6% |
| 3M | +4.1% | -11.5% | +15.6% | +6.0% |
| 6M | +14.4% | -23.2% | +37.6% | +19.0% |
| YTD | +17.5% | -36.7% | +54.2% | +25.4% |
| 1Y | +27.5% | -36.8% | +64.3% | +36.1% |
| 3Y | +71.6% | -10.5% | +82.1% | +69.8% |
| 5Y | +100.6% | +5.1% | +95.5% | +87.0% |
| 10Y | +243.0% | -14.0% | +257.0% | +219.8% |
| All | +1,248.4% | +54.5% | +1,193.9% | +803.5% |
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