+1,357.6%
CME vs LVS
+51.2%
+1,306.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.3% |
| 7D | +2.7% | -3.9% | +6.6% | +3.4% |
| 30D | +13.5% | +7.1% | +6.4% | +12.0% |
| 3M | +20.9% | -13.2% | +34.1% | +23.8% |
| 6M | +11.5% | -22.8% | +34.3% | +16.5% |
| YTD | +19.5% | -38.0% | +57.5% | +29.1% |
| 1Y | +17.2% | -39.5% | +56.7% | +27.2% |
| 3Y | +65.1% | -12.2% | +77.3% | +62.6% |
| 5Y | +73.1% | +6.4% | +66.7% | +57.4% |
| 10Y | +305.3% | -13.3% | +318.6% | +264.5% |
| All | +1,357.6% | +51.2% | +1,306.4% | +868.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling