+4,187.2%
CMI vs LVS
+65.2%
+4,121.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.7% | -2.7% | +3.4% | +1.4% |
| 30D | -12.3% | -4.7% | -7.6% | -11.3% |
| 3M | -16.8% | -15.6% | -1.2% | -13.5% |
| 6M | +1.5% | -18.6% | +20.2% | +6.2% |
| YTD | +9.8% | -32.3% | +42.1% | +19.8% |
| 1Y | +42.6% | -18.0% | +60.6% | +47.7% |
| 3Y | +151.0% | -5.8% | +156.8% | +146.6% |
| 5Y | +167.0% | +5.7% | +161.3% | +143.7% |
| 10Y | +512.2% | 0.0% | +512.1% | +440.1% |
| All | +4,187.2% | +65.2% | +4,121.9% | +2,638.9% |
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