+253.4%
COF vs LVS
+65.2%
+188.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.0% |
| 7D | -2.7% | -2.7% | +0.1% | -1.8% |
| 30D | -3.4% | -4.7% | +1.3% | -2.0% |
| 3M | +15.4% | -15.6% | +31.0% | +21.1% |
| 6M | +14.4% | -18.6% | +33.1% | +21.1% |
| YTD | -12.0% | -32.3% | +20.3% | -2.0% |
| 1Y | -3.7% | -18.0% | +14.3% | +0.4% |
| 3Y | +121.1% | -5.8% | +126.9% | +116.4% |
| 5Y | +47.8% | +5.7% | +42.1% | +33.2% |
| 10Y | +250.3% | 0.0% | +250.3% | +218.7% |
| All | +253.4% | +65.2% | +188.2% | +135.6% |
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