+127.6%
CLF vs LVS
+0.3%
+127.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.9% |
| 7D | -2.7% | -2.7% | +0.1% | -1.3% |
| 30D | -3.2% | -4.7% | +1.5% | -1.0% |
| 3M | -5.0% | -15.6% | +10.6% | +3.2% |
| 6M | +26.6% | -18.6% | +45.2% | +39.6% |
| YTD | -9.0% | -32.3% | +23.3% | +9.5% |
| 1Y | +11.8% | -18.0% | +29.9% | +20.1% |
| 3Y | -15.1% | -5.8% | -9.3% | -18.0% |
| 5Y | -48.2% | +5.7% | -53.9% | -57.3% |
| 10Y | +127.6% | 0.0% | +127.6% | +87.8% |
| All | +127.6% | +0.3% | +127.3% | +87.8% |
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