+2,686.0%
COST vs LVS
+65.2%
+2,620.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.5% |
| 30D | -5.3% | -4.7% | -0.6% | -4.8% |
| 3M | -6.7% | -15.6% | +8.9% | -5.2% |
| 6M | -9.9% | -18.6% | +8.7% | -8.4% |
| YTD | +5.1% | -32.3% | +37.4% | +8.7% |
| 1Y | -7.3% | -18.0% | +10.7% | -6.1% |
| 3Y | +70.4% | -5.8% | +76.2% | +68.5% |
| 5Y | +104.4% | +5.7% | +98.7% | +96.0% |
| 10Y | +609.0% | 0.0% | +609.0% | +563.9% |
| All | +2,686.0% | +65.2% | +2,620.7% | +2,110.1% |
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