+4,100.0%
CMG vs LVS
+47.0%
+4,053.0%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | +12.7% | -3.9% | +16.6% | +13.5% |
| 3M | +26.3% | -12.9% | +39.1% | +29.4% |
| 6M | +4.5% | -16.9% | +21.4% | +7.9% |
| YTD | -0.1% | -31.2% | +31.1% | +6.3% |
| 1Y | -6.8% | -16.4% | +9.6% | -4.6% |
| 3Y | -5.0% | -4.4% | -0.6% | -6.6% |
| 5Y | -3.0% | +6.7% | -9.7% | -9.2% |
| 10Y | +323.6% | +1.4% | +322.1% | +283.6% |
| All | +4,100.0% | +47.0% | +4,053.0% | +3,252.5% |
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