+395.2%
COR vs LVS
0.0%
+395.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -2.8% | -3.5% | +0.6% | -2.4% |
| 30D | +2.6% | -6.2% | +8.8% | +3.3% |
| 3M | +14.5% | -14.8% | +29.3% | +16.6% |
| 6M | -7.8% | -20.9% | +13.0% | -5.4% |
| YTD | -4.2% | -33.0% | +28.8% | +0.1% |
| 1Y | +7.0% | -20.0% | +27.0% | +9.1% |
| 3Y | +85.5% | -6.9% | +92.5% | +82.5% |
| 5Y | +181.2% | +9.1% | +172.1% | +159.2% |
| All | +395.2% | 0.0% | +395.2% | +374.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling