+77.5%
CME vs LVS
+6.8%
+70.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +5.5% | -3.9% | +9.4% | +5.7% |
| 3M | +11.0% | -12.9% | +23.8% | +11.7% |
| 6M | -9.7% | -16.9% | +7.2% | -9.0% |
| YTD | +4.9% | -31.2% | +36.1% | +6.7% |
| 1Y | +10.1% | -16.4% | +26.5% | +10.6% |
| 3Y | +53.5% | -4.4% | +57.9% | +51.8% |
| All | +77.5% | +6.8% | +70.7% | +73.2% |
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 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