+503.2%
CMI vs LVS
0.0%
+503.2%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -0.7% | -3.5% | +2.8% | +0.3% |
| 30D | -12.4% | -6.2% | -6.2% | -10.9% |
| 3M | -14.8% | -14.8% | +0.1% | -11.1% |
| 6M | +0.8% | -20.9% | +21.7% | +7.1% |
| YTD | +10.2% | -33.0% | +43.2% | +22.4% |
| 1Y | +37.4% | -20.0% | +57.5% | +44.0% |
| 3Y | +153.3% | -6.9% | +160.2% | +147.0% |
| 5Y | +167.6% | +9.1% | +158.5% | +135.6% |
| All | +503.2% | 0.0% | +503.2% | +419.4% |
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