+272.2%
CME vs LVS
-0.5%
+272.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | -2.4% | -4.3% | +1.9% | -1.8% |
| 30D | +6.2% | -6.8% | +13.0% | +7.2% |
| 3M | +4.4% | -15.6% | +20.0% | +6.8% |
| 6M | -9.6% | -20.6% | +11.0% | -7.1% |
| YTD | +3.8% | -33.4% | +37.2% | +9.2% |
| 1Y | +9.5% | -20.1% | +29.7% | +11.8% |
| 3Y | +51.9% | -7.4% | +59.4% | +48.8% |
| 5Y | +78.7% | +8.5% | +70.2% | +62.8% |
| All | +272.2% | -0.5% | +272.8% | +234.7% |
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