+43.1%
COF vs LVS
+8.6%
+34.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.4% |
| 7D | -5.1% | -3.5% | -1.7% | -4.1% |
| 30D | -6.0% | -6.2% | +0.2% | -4.3% |
| 3M | +14.8% | -14.8% | +29.7% | +20.1% |
| 6M | +15.3% | -20.9% | +36.2% | +23.0% |
| YTD | -13.0% | -33.0% | +20.0% | -2.9% |
| 1Y | -5.7% | -20.0% | +14.3% | -1.0% |
| 3Y | +118.1% | -6.9% | +125.1% | +110.8% |
| All | +43.1% | +8.6% | +34.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling