+486.5%
CL vs LVS
+69.2%
+417.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | -1.5% | -0.7% | -2.1% |
| 30D | -4.8% | -3.2% | -1.6% | -4.6% |
| 3M | +4.9% | -12.0% | +16.9% | +5.7% |
| 6M | -5.7% | -19.9% | +14.2% | -4.5% |
| YTD | +14.4% | -30.6% | +45.0% | +16.8% |
| 1Y | +8.7% | -17.7% | +26.5% | +9.6% |
| 3Y | +30.0% | -14.2% | +44.2% | +29.8% |
| 5Y | +28.4% | +9.6% | +18.7% | +24.4% |
| 10Y | +50.1% | +5.7% | +44.4% | +43.2% |
| All | +486.5% | +69.2% | +417.3% | +401.5% |
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