+195.8%
COR vs LVS
+8.3%
+187.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +7.6% | +12.2% | -4.6% | +7.1% |
| 3M | +5.0% | -11.3% | +16.3% | +5.4% |
| 6M | +35.3% | -21.6% | +56.9% | +36.4% |
| YTD | +4.2% | -36.6% | +40.8% | +5.8% |
| 1Y | -3.4% | -38.4% | +35.0% | -1.8% |
| 3Y | +81.1% | -10.2% | +91.3% | +80.7% |
| 5Y | +195.8% | +9.4% | +186.4% | +187.9% |
| All | +195.8% | +8.3% | +187.5% | +187.9% |
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