+1,151.6%
CI vs LVS
+54.7%
+1,096.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.9% | -0.3% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | +6.4% | +12.2% | -5.8% | +4.5% |
| 3M | +10.7% | -11.3% | +22.0% | +12.6% |
| 6M | +5.5% | -21.6% | +27.1% | +9.3% |
| YTD | +11.4% | -36.6% | +48.0% | +18.8% |
| 1Y | +15.0% | -38.4% | +53.4% | +23.2% |
| 3Y | +9.0% | -10.2% | +19.1% | +7.8% |
| 5Y | +52.0% | +9.4% | +42.5% | +40.7% |
| 10Y | +150.9% | -11.3% | +162.2% | +133.9% |
| All | +1,151.6% | +54.7% | +1,096.9% | +801.3% |
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 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