+130.1%
CEG vs LVS
-9.4%
+139.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +11.8% | -1.3% | +13.1% | +12.0% |
| 30D | -6.5% | +12.2% | -18.7% | -8.8% |
| 3M | -1.2% | -11.3% | +10.1% | +1.1% |
| 6M | -8.0% | -21.6% | +13.6% | -3.9% |
| YTD | -21.9% | -36.6% | +14.7% | -14.4% |
| 1Y | -21.4% | -38.4% | +17.0% | -13.2% |
| All | +130.1% | -9.4% | +139.5% | +99.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling