+3,170.9%
COR vs LVS
+69.2%
+3,101.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | +4.5% | -3.2% | +7.8% | +4.8% |
| 3M | +22.7% | -12.0% | +34.6% | +23.9% |
| 6M | -9.7% | -19.9% | +10.2% | -8.2% |
| YTD | -1.4% | -30.6% | +29.2% | +1.3% |
| 1Y | +13.9% | -17.7% | +31.7% | +15.2% |
| 3Y | +94.0% | -14.2% | +108.2% | +93.5% |
| 5Y | +184.0% | +9.6% | +174.4% | +171.9% |
| 10Y | +406.8% | +5.7% | +401.1% | +378.7% |
| All | +3,170.9% | +69.2% | +3,101.7% | +2,718.8% |
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