+16.0%
CTVA vs LVS
-19.9%
+35.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -4.5% | -3.5% | -1.0% | -4.3% |
| 30D | +11.3% | -6.2% | +17.6% | +11.8% |
| 3M | +12.3% | -14.8% | +27.1% | +13.3% |
| 6M | +7.2% | -20.9% | +28.0% | +8.2% |
| YTD | +26.0% | -33.0% | +59.1% | +27.8% |
| 1Y | +16.0% | -20.0% | +36.0% | +16.5% |
| All | +16.0% | -19.9% | +35.9% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling