+768.9%
COP vs LVS
+55.3%
+713.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.1% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | 0.0% | +10.0% | -10.0% | -2.1% |
| 3M | +15.0% | -11.0% | +26.1% | +17.2% |
| 6M | +22.0% | -20.1% | +42.1% | +26.7% |
| YTD | +55.3% | -36.3% | +91.7% | +67.4% |
| 1Y | +64.1% | -36.8% | +101.0% | +77.0% |
| 3Y | +34.1% | -9.5% | +43.6% | +32.2% |
| 5Y | +133.4% | +9.3% | +124.1% | +114.4% |
| 10Y | +338.6% | -11.0% | +349.6% | +316.9% |
| All | +768.9% | +55.3% | +713.6% | +514.0% |
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 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