+1,127.3%
CI vs LVS
+54.5%
+1,072.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.0% | +0.9% |
| 7D | +0.1% | +5.2% | -5.0% | -0.7% |
| 30D | +4.7% | +12.0% | -7.3% | +2.8% |
| 3M | +5.2% | -11.5% | +16.7% | +7.1% |
| 6M | +3.8% | -23.2% | +27.0% | +7.9% |
| YTD | +9.2% | -36.7% | +45.9% | +16.5% |
| 1Y | +14.3% | -36.8% | +51.0% | +21.9% |
| 3Y | +8.4% | -10.5% | +19.0% | +7.3% |
| 5Y | +50.0% | +5.1% | +45.0% | +39.9% |
| 10Y | +142.2% | -14.0% | +156.2% | +126.8% |
| All | +1,127.3% | +54.5% | +1,072.8% | +784.0% |
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