+3,455.1%
COR vs LVS
+55.3%
+3,399.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +2.7% |
| 7D | +7.8% | -0.8% | +8.7% | +7.9% |
| 30D | +7.0% | +10.0% | -3.0% | +6.1% |
| 3M | +16.3% | -11.0% | +27.3% | +17.4% |
| 6M | +41.3% | -20.1% | +61.4% | +43.8% |
| YTD | +7.1% | -36.3% | +43.5% | +10.9% |
| 1Y | -0.8% | -36.8% | +36.0% | +2.7% |
| 3Y | +85.0% | -9.5% | +94.5% | +83.7% |
| 5Y | +203.9% | +9.3% | +194.6% | +191.3% |
| 10Y | +510.3% | -11.0% | +521.2% | +484.5% |
| All | +3,455.1% | +55.3% | +3,399.8% | +2,985.1% |
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