+579.5%
CEG vs LVS
-1.7%
+581.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.8% |
| 7D | +11.8% | -1.3% | +13.1% | +12.0% |
| 30D | -6.5% | +12.2% | -18.7% | -8.3% |
| 3M | -1.2% | -11.3% | +10.1% | +0.5% |
| 6M | -8.0% | -21.6% | +13.6% | -5.0% |
| YTD | -21.9% | -36.6% | +14.7% | -16.8% |
| 1Y | -21.4% | -38.4% | +17.0% | -15.9% |
| 3Y | +130.0% | -10.2% | +140.2% | +122.8% |
| All | +579.5% | -1.7% | +581.2% | +515.1% |
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