+30.0%
CL vs LVS
+8.8%
+21.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -2.2% | -1.5% | -0.7% | -2.1% |
| 30D | -4.8% | -3.2% | -1.6% | -4.7% |
| 3M | +4.9% | -12.0% | +16.9% | +5.4% |
| 6M | -5.7% | -19.9% | +14.2% | -5.0% |
| YTD | +14.4% | -30.6% | +45.0% | +15.8% |
| 1Y | +8.7% | -17.7% | +26.5% | +9.3% |
| 3Y | +30.0% | -14.2% | +44.2% | +29.4% |
| All | +30.0% | +8.8% | +21.2% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling