+53.4%
CL vs LVS
+1.0%
+52.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | -5.2% | -3.9% | -1.3% | -4.9% |
| 3M | +3.3% | -12.9% | +16.2% | +4.4% |
| 6M | -4.4% | -16.9% | +12.6% | -3.2% |
| YTD | +13.9% | -31.2% | +45.2% | +16.9% |
| 1Y | +7.6% | -16.4% | +24.0% | +8.5% |
| 3Y | +29.6% | -4.4% | +34.0% | +28.0% |
| 5Y | +28.1% | +6.7% | +21.4% | +23.2% |
| 10Y | +53.4% | +1.4% | +51.9% | +43.1% |
| All | +53.4% | +1.0% | +52.3% | +43.1% |
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