+41.0%
CLS vs LVS
-19.9%
+60.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.5% | +6.0% | +6.3% |
| 7D | +10.9% | -3.5% | +14.4% | +12.4% |
| 30D | +2.1% | -6.2% | +8.3% | +4.3% |
| 3M | -10.2% | -14.8% | +4.6% | -4.0% |
| 6M | +30.4% | -20.9% | +51.2% | +43.9% |
| YTD | +17.2% | -33.0% | +50.3% | +38.4% |
| 1Y | +41.0% | -20.0% | +61.0% | +66.0% |
| All | +41.0% | -19.9% | +60.9% | +66.0% |
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