+238.9%
CRM vs LVS
0.0%
+238.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -4.4% | -3.5% | -1.0% | -3.4% |
| 30D | +28.1% | -6.2% | +34.4% | +30.3% |
| 3M | +48.8% | -14.8% | +63.7% | +55.7% |
| 6M | +28.3% | -20.9% | +49.1% | +37.1% |
| YTD | -6.0% | -33.0% | +27.0% | +5.2% |
| 1Y | +1.4% | -20.0% | +21.5% | +6.6% |
| 3Y | +11.8% | -6.9% | +18.8% | +8.7% |
| 5Y | -2.0% | +9.1% | -11.1% | -13.8% |
| All | +238.9% | 0.0% | +238.9% | +177.4% |
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