+122.5%
CRWV vs LVS
+10.6%
+111.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.4% |
| 7D | -0.4% | -3.5% | +3.1% | +1.5% |
| 30D | -17.4% | -6.2% | -11.2% | -14.8% |
| 3M | -7.1% | -14.8% | +7.8% | +0.8% |
| 6M | +8.6% | -20.9% | +29.4% | +22.6% |
| YTD | +24.3% | -33.0% | +57.3% | +54.1% |
| 1Y | -21.0% | -20.0% | -1.0% | -15.0% |
| All | +122.5% | +10.6% | +111.8% | +47.9% |
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