+322.0%
CMG vs LVS
0.0%
+322.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.1% | -3.5% | +1.4% | -1.3% |
| 30D | +10.9% | -6.2% | +17.1% | +12.5% |
| 3M | +15.8% | -14.8% | +30.7% | +20.1% |
| 6M | +6.9% | -20.9% | +27.8% | +12.5% |
| YTD | -2.2% | -33.0% | +30.9% | +6.3% |
| 1Y | -7.1% | -20.0% | +12.9% | -3.5% |
| 3Y | -7.1% | -6.9% | -0.2% | -9.1% |
| 5Y | -4.8% | +9.1% | -13.9% | -14.0% |
| All | +322.0% | 0.0% | +322.0% | +285.3% |
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 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