+563.6%
CRH vs LVS
+63.3%
+500.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -6.1% | -3.5% | -2.6% | -5.4% |
| 30D | -9.3% | -6.2% | -3.0% | -8.1% |
| 3M | -15.2% | -14.8% | -0.4% | -12.5% |
| 6M | -14.2% | -20.9% | +6.7% | -10.3% |
| YTD | -28.3% | -33.0% | +4.8% | -22.7% |
| 1Y | -21.8% | -20.0% | -1.8% | -19.1% |
| 3Y | +71.6% | -6.9% | +78.5% | +69.9% |
| 5Y | +96.6% | +9.1% | +87.5% | +82.7% |
| 10Y | +253.8% | -1.1% | +255.0% | +226.9% |
| All | +563.6% | +63.3% | +500.2% | +430.7% |
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