-62.0%
CSGP vs LVS
+5.7%
-67.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.6% | +2.6% |
| 7D | -1.8% | +5.2% | -7.0% | -3.1% |
| 30D | +5.3% | +12.0% | -6.7% | +2.4% |
| 3M | +3.3% | -11.5% | +14.8% | +6.4% |
| 6M | -4.7% | -23.2% | +18.6% | +1.4% |
| YTD | -53.5% | -36.7% | -16.9% | -48.5% |
| 1Y | -53.7% | -36.8% | -16.9% | -48.8% |
| 3Y | -59.7% | -10.5% | -49.2% | -60.2% |
| All | -62.0% | +5.7% | -67.7% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling