+2,524.6%
CTAS vs LVS
+51.2%
+2,473.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.4% | +0.5% |
| 7D | +0.5% | -3.9% | +4.4% | +1.1% |
| 30D | +10.2% | +7.1% | +3.2% | +9.1% |
| 3M | +12.1% | -13.2% | +25.3% | +14.4% |
| 6M | +38.3% | -22.8% | +61.1% | +43.5% |
| YTD | +21.9% | -38.0% | +59.9% | +30.3% |
| 1Y | +24.0% | -39.5% | +63.5% | +33.0% |
| 3Y | +75.1% | -12.2% | +87.3% | +74.3% |
| 5Y | +116.9% | +6.4% | +110.5% | +104.1% |
| 10Y | +821.3% | -13.3% | +834.6% | +777.5% |
| All | +2,524.6% | +51.2% | +2,473.4% | +1,881.1% |
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