+76.3%
CL vs LVS
-12.6%
+88.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.5% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +11.6% | +12.0% | -0.4% | +10.6% |
| 3M | +5.6% | -11.5% | +17.1% | +6.5% |
| 6M | +13.2% | -23.2% | +36.4% | +15.3% |
| YTD | +26.9% | -36.7% | +63.6% | +31.0% |
| 1Y | +27.3% | -36.8% | +64.1% | +31.5% |
| 3Y | +39.7% | -10.5% | +50.3% | +38.7% |
| 5Y | +41.3% | +5.1% | +36.2% | +36.0% |
| 10Y | +76.3% | -14.0% | +90.2% | +68.9% |
| All | +76.3% | -12.6% | +88.9% | +68.9% |
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