-0.9%
CCL vs LVS
+5.2%
-6.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.4% |
| 7D | -4.4% | -2.7% | -1.7% | -3.0% |
| 30D | -18.2% | -4.7% | -13.5% | -16.2% |
| 3M | -17.7% | -15.6% | -2.1% | -10.5% |
| 6M | -13.0% | -18.6% | +5.6% | -3.8% |
| YTD | -24.5% | -32.3% | +7.8% | -9.4% |
| 1Y | -26.9% | -18.0% | -8.9% | -22.2% |
| 3Y | +50.8% | -5.8% | +56.6% | +40.4% |
| 5Y | -0.9% | +5.7% | -6.7% | -21.3% |
| All | -0.9% | +5.2% | -6.1% | -21.3% |
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