+109.6%
CTAS vs LVS
+5.2%
+104.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | 0.0% |
| 7D | +1.0% | -2.7% | +3.7% | +1.4% |
| 30D | -1.1% | -4.7% | +3.6% | -0.4% |
| 3M | +11.5% | -15.6% | +27.1% | +14.2% |
| 6M | +0.2% | -18.6% | +18.8% | +3.0% |
| YTD | +7.2% | -32.3% | +39.4% | +12.9% |
| 1Y | 0.0% | -18.0% | +18.0% | +1.9% |
| 3Y | +65.9% | -5.8% | +71.8% | +61.7% |
| 5Y | +109.6% | +5.7% | +103.8% | +93.9% |
| All | +109.6% | +5.2% | +104.4% | +93.9% |
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