+8.4%
CI vs LVS
-11.6%
+20.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.8% |
| 7D | +0.1% | +5.2% | -5.0% | -0.2% |
| 30D | +4.7% | +12.0% | -7.3% | +3.8% |
| 3M | +5.2% | -11.5% | +16.7% | +6.0% |
| 6M | +3.8% | -23.2% | +27.0% | +5.5% |
| YTD | +9.2% | -36.7% | +45.9% | +12.1% |
| 1Y | +14.3% | -36.8% | +51.0% | +17.3% |
| 3Y | +8.4% | -10.5% | +19.0% | +2.0% |
| All | +8.4% | -11.6% | +20.0% | +2.0% |
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