+606.1%
COST vs LVS
0.0%
+606.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.2% |
| 7D | -1.2% | -3.5% | +2.3% | -0.9% |
| 30D | -4.7% | -6.2% | +1.5% | -4.1% |
| 3M | -7.1% | -14.8% | +7.7% | -5.7% |
| 6M | -8.5% | -20.9% | +12.3% | -6.6% |
| YTD | +5.4% | -33.0% | +38.4% | +9.2% |
| 1Y | -5.6% | -20.0% | +14.4% | -4.2% |
| 3Y | +68.5% | -6.9% | +75.4% | +66.0% |
| 5Y | +105.2% | +9.1% | +96.2% | +94.3% |
| All | +606.1% | 0.0% | +606.0% | +566.0% |
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