+33.9%
CCL vs LVS
+8.6%
+25.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.8% |
| 7D | -1.2% | -0.8% | -0.3% | -0.8% |
| 30D | +13.1% | +10.0% | +3.1% | +7.7% |
| 3M | +3.4% | -11.0% | +14.4% | +9.6% |
| 6M | +18.7% | -20.1% | +38.9% | +32.4% |
| YTD | -2.3% | -36.3% | +34.1% | +21.0% |
| 1Y | +14.2% | -36.8% | +51.0% | +41.8% |
| 3Y | +133.6% | -9.5% | +143.1% | +120.7% |
| All | +33.9% | +8.6% | +25.2% | +11.3% |
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