+420.1%
CORZ vs LVS
-6.1%
+426.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +8.4% | -1.5% | +9.8% | +9.0% |
| 30D | -17.8% | -3.2% | -14.6% | -16.9% |
| 3M | -35.9% | -12.0% | -23.9% | -33.0% |
| 6M | +12.9% | -19.9% | +32.8% | +22.1% |
| YTD | +22.9% | -30.6% | +53.5% | +38.9% |
| 1Y | +31.4% | -17.7% | +49.1% | +38.6% |
| All | +420.1% | -6.1% | +426.2% | +308.3% |
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