+20.2%
CLF vs LVS
-31.5%
+51.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.5% | -15.7% | -10.5% |
| 7D | -7.9% | +13.4% | -21.3% | -10.7% |
| 30D | +5.2% | +12.2% | -6.9% | +2.2% |
| 3M | +4.3% | -10.7% | +15.1% | +8.7% |
| 6M | +25.3% | -19.8% | +45.1% | +34.9% |
| YTD | -3.3% | -35.8% | +32.5% | +13.3% |
| 1Y | +20.2% | -31.8% | +52.0% | +37.9% |
| All | +20.2% | -31.5% | +51.7% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling