-1.8%
CEG vs LVS
-17.6%
+15.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.6% |
| 7D | +1.3% | -2.7% | +4.0% | +1.5% |
| 30D | +8.8% | -4.7% | +13.5% | +9.1% |
| 3M | +17.0% | -15.6% | +32.5% | +18.0% |
| 6M | -8.7% | -18.6% | +9.9% | -7.6% |
| YTD | -16.4% | -32.3% | +15.8% | -12.2% |
| 1Y | -1.8% | -18.0% | +16.3% | -0.3% |
| All | -1.8% | -17.6% | +15.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling