+444.5%
CORZ vs LVS
-7.0%
+451.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +5.0% |
| 7D | +16.6% | +0.3% | +16.2% | +16.4% |
| 30D | -10.9% | -3.9% | -6.9% | -9.7% |
| 3M | -31.0% | -12.9% | -18.2% | -27.6% |
| 6M | +26.0% | -16.9% | +43.0% | +34.5% |
| YTD | +28.6% | -31.2% | +59.9% | +45.9% |
| 1Y | +34.5% | -16.4% | +50.9% | +40.9% |
| All | +444.5% | -7.0% | +451.4% | +328.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling