+3,358.0%
COR vs LVS
+54.7%
+3,303.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | +0.5% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +7.6% | +12.2% | -4.6% | +6.6% |
| 3M | +5.0% | -11.3% | +16.3% | +6.0% |
| 6M | +35.3% | -21.6% | +56.9% | +37.9% |
| YTD | +4.2% | -36.6% | +40.8% | +7.9% |
| 1Y | -3.4% | -38.4% | +35.0% | +0.2% |
| 3Y | +81.1% | -10.2% | +91.3% | +80.0% |
| 5Y | +195.8% | +9.4% | +186.4% | +183.6% |
| 10Y | +493.6% | -11.3% | +504.9% | +468.7% |
| All | +3,358.0% | +54.7% | +3,303.3% | +2,901.8% |
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