+318.0%
CORZ vs LVS
-16.1%
+334.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.6% |
| 7D | +26.4% | -3.9% | +30.2% | +27.9% |
| 30D | -6.8% | +7.1% | -13.9% | -9.5% |
| 3M | -31.1% | -13.2% | -17.9% | -27.9% |
| 6M | -36.9% | -22.8% | -14.1% | -31.1% |
| YTD | -1.2% | -38.0% | +36.8% | +15.8% |
| 1Y | -12.5% | -39.5% | +26.9% | +3.4% |
| All | +318.0% | -16.1% | +334.1% | +240.4% |
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