+52.3%
CCL vs LVS
-5.4%
+57.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -20.0% | -3.9% | -16.1% | -18.8% |
| 3M | -13.7% | -12.9% | -0.8% | -9.3% |
| 6M | -9.0% | -16.9% | +7.9% | -2.9% |
| YTD | -22.8% | -31.2% | +8.4% | -12.7% |
| 1Y | -25.3% | -16.4% | -8.9% | -22.5% |
| All | +52.3% | -5.4% | +57.7% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling