-5.1%
COF vs LVS
-31.5%
+26.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.6% | -2.6% |
| 7D | +0.7% | +13.4% | -12.7% | -2.2% |
| 30D | +5.7% | +12.2% | -6.5% | +2.9% |
| 3M | -6.7% | -10.7% | +4.0% | -4.5% |
| 6M | +9.5% | -19.8% | +29.3% | +14.7% |
| YTD | -13.9% | -35.8% | +21.9% | -5.5% |
| 1Y | -5.1% | -31.8% | +26.7% | +2.0% |
| All | -5.1% | -31.5% | +26.5% | +2.0% |
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