-34.0%
CCL vs LVS
-10.5%
-23.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -2.3% |
| 7D | -1.2% | -0.8% | -0.3% | -0.7% |
| 30D | +13.1% | +10.0% | +3.1% | +5.6% |
| 3M | +3.4% | -11.0% | +14.4% | +11.9% |
| 6M | +18.7% | -20.1% | +38.9% | +37.7% |
| YTD | -2.3% | -36.3% | +34.1% | +30.6% |
| 1Y | +14.2% | -36.8% | +51.0% | +53.2% |
| 3Y | +133.6% | -9.5% | +143.1% | +116.3% |
| 5Y | +33.5% | +9.3% | +24.2% | -5.9% |
| All | -34.0% | -10.5% | -23.5% | -34.2% |
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 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