-42.6%
CCL vs LVS
0.0%
-42.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +0.9% |
| 7D | -3.2% | -3.5% | +0.2% | -0.7% |
| 30D | -17.8% | -6.2% | -11.5% | -14.0% |
| 3M | -18.7% | -14.8% | -3.8% | -9.3% |
| 6M | -11.4% | -20.9% | +9.5% | +3.7% |
| YTD | -24.3% | -33.0% | +8.7% | -2.2% |
| 1Y | -28.8% | -20.0% | -8.8% | -21.3% |
| 3Y | +49.3% | -6.9% | +56.3% | +36.0% |
| 5Y | +1.6% | +9.1% | -7.5% | -28.2% |
| All | -42.6% | 0.0% | -42.7% | -46.2% |
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