+13.7%
CLF vs LVS
-16.4%
+30.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.4% |
| 7D | +6.5% | +0.3% | +6.2% | +6.4% |
| 30D | +0.2% | -3.9% | +4.2% | +1.2% |
| 3M | -3.1% | -12.9% | +9.8% | +0.7% |
| 6M | +25.0% | -16.9% | +42.0% | +31.4% |
| YTD | -7.5% | -31.2% | +23.8% | +1.3% |
| All | +13.7% | -16.4% | +30.0% | +21.1% |
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