+683.1%
CTAS vs LVS
0.0%
+683.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.5% | -3.5% | +4.0% | +1.4% |
| 30D | -0.7% | -6.2% | +5.5% | +0.9% |
| 3M | +11.1% | -14.8% | +25.9% | +15.6% |
| 6M | +2.1% | -20.9% | +23.0% | +8.0% |
| YTD | +8.0% | -33.0% | +41.0% | +18.6% |
| 1Y | -0.5% | -20.0% | +19.5% | +3.5% |
| 3Y | +66.2% | -6.9% | +73.1% | +60.5% |
| 5Y | +109.2% | +9.1% | +100.1% | +79.4% |
| All | +683.1% | 0.0% | +683.1% | +564.5% |
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