+1,066.5%
CI vs LVS
+69.2%
+997.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | -1.5% | +2.8% | +1.5% |
| 30D | +4.4% | -3.2% | +7.7% | +4.9% |
| 3M | +0.7% | -12.0% | +12.6% | +2.6% |
| 6M | +0.3% | -19.9% | +20.2% | +3.5% |
| YTD | +3.8% | -30.6% | +34.5% | +9.3% |
| 1Y | -5.5% | -17.7% | +12.3% | -3.5% |
| 3Y | +8.1% | -14.2% | +22.3% | +7.7% |
| 5Y | +42.8% | +9.6% | +33.2% | +32.0% |
| 10Y | +143.9% | +5.7% | +138.2% | +121.6% |
| All | +1,066.5% | +69.2% | +997.3% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling