+2,953.7%
CLS vs LVS
-0.5%
+2,954.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | +5.0% | -4.3% | +9.3% | +6.8% |
| 30D | +4.8% | -6.8% | +11.6% | +7.3% |
| 3M | -10.4% | -15.6% | +5.2% | -4.9% |
| 6M | +20.8% | -20.6% | +41.4% | +31.4% |
| YTD | +10.0% | -33.4% | +43.4% | +28.1% |
| 1Y | +28.5% | -20.1% | +48.7% | +38.7% |
| 3Y | +1,292.2% | -7.4% | +1,299.6% | +1,267.2% |
| 5Y | +3,616.8% | +8.5% | +3,608.3% | +3,081.9% |
| All | +2,953.7% | -0.5% | +2,954.2% | +2,617.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling