+84.9%
CL vs LVS
-13.0%
+97.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | +2.6% | +6.7% | -4.1% | +2.1% |
| 30D | +11.8% | +13.8% | -2.0% | +10.6% |
| 3M | +5.9% | -9.5% | +15.4% | +6.7% |
| 6M | +13.3% | -22.0% | +35.3% | +15.3% |
| YTD | +27.1% | -35.7% | +62.8% | +31.0% |
| 1Y | +28.0% | -36.7% | +64.7% | +32.1% |
| 3Y | +39.4% | -8.8% | +48.2% | +38.2% |
| 5Y | +40.8% | +9.5% | +31.2% | +35.0% |
| 10Y | +84.9% | -10.9% | +95.8% | +77.7% |
| All | +84.9% | -13.0% | +97.9% | +77.7% |
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