+2,212.9%
CTAS vs LVS
+67.7%
+2,145.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | -1.0% | -3.9% | +2.9% | -0.4% |
| 3M | +15.8% | -12.9% | +28.6% | +18.1% |
| 6M | -1.0% | -16.9% | +15.9% | +1.6% |
| YTD | +7.4% | -31.2% | +38.7% | +13.1% |
| 1Y | -0.1% | -16.4% | +16.3% | +1.6% |
| 3Y | +66.3% | -4.4% | +70.7% | +63.4% |
| 5Y | +111.0% | +6.7% | +104.3% | +97.9% |
| 10Y | +662.9% | +1.4% | +661.4% | +610.8% |
| All | +2,212.9% | +67.7% | +2,145.2% | +1,619.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling