+1,026.7%
CDNS vs LVS
-0.5%
+1,027.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -6.5% | -4.3% | -2.2% | -5.3% |
| 30D | -13.0% | -6.8% | -6.2% | -11.3% |
| 3M | -26.0% | -15.6% | -10.4% | -22.4% |
| 6M | -2.8% | -20.6% | +17.8% | +3.7% |
| YTD | -8.8% | -33.4% | +24.6% | +2.0% |
| 1Y | -15.8% | -20.1% | +4.3% | -11.3% |
| 3Y | +19.7% | -7.4% | +27.2% | +17.5% |
| 5Y | +70.8% | +8.5% | +62.3% | +52.3% |
| All | +1,026.7% | -0.5% | +1,027.2% | +888.3% |
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 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