+65.1%
CSGP vs LVS
-13.0%
+78.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.3% |
| 7D | -3.2% | +6.7% | -9.9% | -4.7% |
| 30D | +2.2% | +13.8% | -11.6% | -1.0% |
| 3M | -3.7% | -9.5% | +5.8% | -1.3% |
| 6M | -7.4% | -22.0% | +14.6% | -1.7% |
| YTD | -54.9% | -35.7% | -19.2% | -50.0% |
| 1Y | -54.9% | -36.7% | -18.2% | -49.9% |
| 3Y | -61.9% | -8.8% | -53.1% | -62.4% |
| 5Y | -63.1% | +9.5% | -72.6% | -66.7% |
| 10Y | +65.1% | -10.9% | +76.1% | +48.8% |
| All | +65.1% | -13.0% | +78.1% | +48.8% |
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