+1,613.0%
CLS vs LVS
+55.3%
+1,557.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.1% |
| 7D | +16.3% | -0.8% | +17.1% | +16.4% |
| 30D | -25.7% | +10.0% | -35.7% | -27.8% |
| 3M | -30.9% | -11.0% | -19.8% | -29.4% |
| 6M | -35.5% | -20.1% | -15.3% | -32.5% |
| YTD | -18.7% | -36.3% | +17.6% | -9.9% |
| 1Y | -17.9% | -36.8% | +18.9% | -8.8% |
| 3Y | +838.1% | -9.5% | +847.6% | +837.0% |
| 5Y | +1,971.9% | +9.3% | +1,962.6% | +1,812.5% |
| 10Y | +1,907.9% | -11.0% | +1,918.8% | +1,799.0% |
| All | +1,613.0% | +55.3% | +1,557.8% | +923.2% |
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