+2.8%
CLF vs LVS
-22.0%
+24.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.6% |
| 7D | -19.6% | +11.1% | -30.7% | -17.8% |
| 30D | -5.0% | +14.7% | -19.6% | -2.5% |
| 3M | -6.3% | -10.9% | +4.6% | -5.3% |
| 6M | +2.8% | -22.3% | +25.1% | -0.1% |
| All | +2.8% | -22.0% | +24.8% | -0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling