+2,126.3%
CLS vs LVS
+69.2%
+2,057.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | -1.5% | +6.1% | +4.9% |
| 30D | -13.9% | -3.2% | -10.7% | -13.4% |
| 3M | -26.6% | -12.0% | -14.6% | -24.5% |
| 6M | +15.4% | -19.9% | +35.3% | +21.6% |
| YTD | +5.7% | -30.6% | +36.3% | +15.3% |
| 1Y | +41.1% | -17.7% | +58.9% | +47.1% |
| 3Y | +1,228.6% | -14.2% | +1,242.8% | +1,249.6% |
| 5Y | +3,240.6% | +9.6% | +3,231.0% | +2,989.3% |
| 10Y | +2,760.3% | +5.7% | +2,754.7% | +2,514.5% |
| All | +2,126.3% | +69.2% | +2,057.1% | +1,209.9% |
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