+303.4%
CME vs LVS
-10.5%
+313.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | +0.4% |
| 7D | +3.9% | -0.8% | +4.8% | +4.1% |
| 30D | +11.3% | +10.0% | +1.3% | +9.8% |
| 3M | +19.6% | -11.0% | +30.6% | +21.3% |
| 6M | +8.1% | -20.1% | +28.2% | +11.2% |
| YTD | +20.4% | -36.3% | +56.7% | +27.4% |
| 1Y | +16.5% | -36.8% | +53.3% | +23.4% |
| 3Y | +66.4% | -9.5% | +76.0% | +63.3% |
| 5Y | +74.5% | +9.3% | +65.2% | +58.4% |
| All | +303.4% | -10.5% | +313.9% | +265.9% |
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 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