+25.1%
CLF vs LVS
+69.2%
-44.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +7.6% | -1.5% | +9.1% | +8.2% |
| 30D | -1.2% | -3.2% | +2.0% | -0.1% |
| 3M | -13.4% | -12.0% | -1.4% | -9.4% |
| 6M | +15.4% | -19.9% | +35.3% | +25.0% |
| YTD | -5.9% | -30.6% | +24.8% | +7.0% |
| 1Y | +18.8% | -17.7% | +36.6% | +25.4% |
| 3Y | -19.4% | -14.2% | -5.2% | -17.4% |
| 5Y | -47.7% | +9.6% | -57.4% | -53.9% |
| 10Y | +130.4% | +5.7% | +124.7% | +106.7% |
| All | +25.1% | +69.2% | -44.1% | -21.5% |
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