+141.0%
CI vs LVS
+0.3%
+140.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.1% | -2.7% | +1.6% | -0.6% |
| 30D | +0.5% | -4.7% | +5.2% | +1.4% |
| 3M | -5.2% | -15.6% | +10.4% | -2.0% |
| 6M | +4.3% | -18.6% | +23.0% | +8.3% |
| YTD | +2.8% | -32.3% | +35.0% | +10.4% |
| 1Y | -5.8% | -18.0% | +12.2% | -3.2% |
| 3Y | +4.7% | -5.8% | +10.6% | +1.9% |
| 5Y | +42.7% | +5.7% | +36.9% | +27.1% |
| 10Y | +141.0% | 0.0% | +140.9% | +109.3% |
| All | +141.0% | +0.3% | +140.7% | +109.3% |
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