+626.9%
CEG vs LVS
+5.0%
+621.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +1.3% | -2.7% | +4.0% | +1.7% |
| 30D | +8.8% | -4.7% | +13.5% | +9.6% |
| 3M | +17.0% | -15.6% | +32.5% | +19.8% |
| 6M | -8.7% | -18.6% | +9.9% | -6.2% |
| YTD | -16.4% | -32.3% | +15.8% | -11.7% |
| 1Y | -1.8% | -18.0% | +16.3% | +0.2% |
| 3Y | +175.8% | -5.8% | +181.6% | +165.3% |
| All | +626.9% | +5.0% | +621.9% | +552.4% |
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