+9.8%
CME vs LVS
-18.3%
+28.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -0.6% | -2.7% | +2.1% | -0.7% |
| 30D | +4.7% | -4.7% | +9.4% | +4.6% |
| 3M | +7.8% | -15.6% | +23.4% | +7.2% |
| 6M | -11.0% | -18.6% | +7.7% | -11.4% |
| YTD | +4.0% | -32.3% | +36.3% | +3.5% |
| All | +9.8% | -18.3% | +28.1% | +10.0% |
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