+190.1%
COP vs LVS
+6.8%
+183.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.8% | +0.3% | -1.2% | -0.9% |
| 30D | +15.6% | -3.9% | +19.5% | +16.3% |
| 3M | +14.3% | -12.9% | +27.2% | +17.0% |
| 6M | +17.0% | -16.9% | +33.9% | +20.2% |
| YTD | +47.4% | -31.2% | +78.7% | +56.8% |
| 1Y | +52.4% | -16.4% | +68.8% | +54.9% |
| 3Y | +20.8% | -4.4% | +25.2% | +16.2% |
| All | +190.1% | +6.8% | +183.3% | +163.0% |
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