+65.2%
CSGP vs LVS
-13.2%
+78.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.6% |
| 7D | +1.3% | +11.1% | -9.8% | -1.3% |
| 30D | +10.7% | +14.7% | -4.0% | +7.0% |
| 3M | +3.3% | -10.9% | +14.2% | +6.3% |
| 6M | -10.3% | -22.3% | +12.0% | -4.6% |
| YTD | -54.6% | -35.8% | -18.8% | -49.6% |
| 1Y | -54.6% | -33.5% | -21.2% | -50.2% |
| 3Y | -60.3% | -11.7% | -48.6% | -60.5% |
| 5Y | -63.3% | +2.6% | -65.9% | -66.3% |
| All | +65.2% | -13.2% | +78.4% | +47.3% |
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