+3,032.4%
CLS vs LVS
+1.2%
+3,031.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +20.1% | -2.7% | +22.8% | +21.4% |
| 30D | +6.0% | -4.7% | +10.7% | +7.6% |
| 3M | -10.3% | -15.6% | +5.3% | -4.8% |
| 6M | +24.5% | -18.6% | +43.1% | +34.1% |
| YTD | +12.9% | -32.3% | +45.1% | +30.5% |
| 1Y | +36.7% | -18.0% | +54.7% | +46.0% |
| 3Y | +1,328.1% | -5.8% | +1,333.9% | +1,293.0% |
| 5Y | +3,682.3% | +5.7% | +3,676.6% | +3,176.4% |
| All | +3,032.4% | +1.2% | +3,031.2% | +2,668.7% |
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