+75.1%
CME vs LVS
+8.3%
+66.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +2.5% | -1.3% | +3.7% | +2.5% |
| 30D | +13.9% | +12.2% | +1.7% | +13.3% |
| 3M | +22.4% | -11.3% | +33.7% | +23.0% |
| 6M | +12.9% | -21.6% | +34.5% | +14.1% |
| YTD | +19.6% | -36.6% | +56.2% | +22.1% |
| 1Y | +17.7% | -38.4% | +56.1% | +20.3% |
| 3Y | +65.3% | -10.2% | +75.5% | +63.9% |
| 5Y | +75.1% | +9.4% | +65.7% | +68.3% |
| All | +75.1% | +8.3% | +66.9% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling