+815.5%
CTAS vs LVS
-10.5%
+826.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.0% |
| 7D | +2.0% | -0.8% | +2.8% | +2.2% |
| 30D | +8.7% | +10.0% | -1.3% | +5.9% |
| 3M | +13.3% | -11.0% | +24.3% | +16.5% |
| 6M | +39.4% | -20.1% | +59.5% | +47.2% |
| YTD | +21.5% | -36.3% | +57.8% | +35.1% |
| 1Y | +21.9% | -36.8% | +58.7% | +35.7% |
| 3Y | +73.6% | -9.5% | +83.2% | +68.7% |
| 5Y | +116.2% | +9.3% | +106.9% | +85.3% |
| All | +815.5% | -10.5% | +826.0% | +707.4% |
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