+55.6%
CSGP vs LVS
-12.8%
+68.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | 0.0% |
| 7D | -6.1% | -3.9% | -2.2% | -5.2% |
| 30D | +0.3% | +7.1% | -6.7% | -1.4% |
| 3M | -1.3% | -13.2% | +11.9% | +2.2% |
| 6M | -8.9% | -22.8% | +13.9% | -3.0% |
| YTD | -55.2% | -38.0% | -17.2% | -49.9% |
| 1Y | -56.4% | -39.5% | -16.9% | -51.0% |
| 3Y | -62.2% | -12.2% | -50.0% | -62.4% |
| 5Y | -63.7% | +6.4% | -70.1% | -67.0% |
| All | +55.6% | -12.8% | +68.4% | +41.0% |
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