+41.9%
CMI vs LVS
-18.2%
+60.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +2.8% |
| 7D | -0.7% | -1.5% | +0.8% | -0.5% |
| 30D | -13.4% | -3.2% | -10.2% | -13.1% |
| 3M | -17.0% | -12.0% | -5.0% | -15.1% |
| 6M | -1.6% | -19.9% | +18.3% | +2.2% |
| YTD | +11.0% | -30.6% | +41.6% | +18.5% |
| 1Y | +41.9% | -17.7% | +59.7% | +43.8% |
| All | +41.9% | -18.2% | +60.1% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling