-56.4%
CSGP vs LVS
-39.8%
-16.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.7% | +0.3% |
| 7D | -6.1% | -3.9% | -2.2% | -4.7% |
| 30D | +0.3% | +7.1% | -6.7% | -2.3% |
| 3M | -1.3% | -13.2% | +11.9% | +3.0% |
| 6M | -8.9% | -22.8% | +13.9% | -2.5% |
| YTD | -55.2% | -38.0% | -17.2% | -50.0% |
| 1Y | -56.4% | -39.5% | -16.9% | -51.2% |
| All | -56.4% | -39.8% | -16.6% | -51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling