+241.9%
CORZ vs LVS
-13.1%
+255.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.5% |
| 7D | -11.2% | +11.1% | -22.3% | -14.9% |
| 30D | -26.2% | +14.7% | -40.9% | -30.0% |
| 3M | -44.1% | -10.9% | -33.2% | -41.9% |
| 6M | -52.3% | -22.3% | -29.9% | -47.9% |
| YTD | -19.2% | -35.8% | +16.6% | -6.3% |
| 1Y | -42.9% | -33.5% | -9.4% | -34.7% |
| All | +241.9% | -13.1% | +255.0% | +175.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling