-62.8%
CSGP vs LVS
-12.9%
-49.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -4.1% | -1.5% | -2.6% | -3.7% |
| 30D | +2.3% | -3.2% | +5.5% | +3.1% |
| 3M | -8.2% | -12.0% | +3.8% | -5.6% |
| 6M | -35.1% | -19.9% | -15.2% | -32.1% |
| YTD | -54.0% | -30.6% | -23.4% | -50.6% |
| 1Y | -65.3% | -17.7% | -47.6% | -64.1% |
| All | -62.8% | -12.9% | -49.8% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling