+105.2%
CTVA vs LVS
+3.5%
+101.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -4.7% | -4.3% | -0.4% | -3.9% |
| 30D | +11.1% | -6.8% | +17.9% | +12.4% |
| 3M | +13.7% | -15.6% | +29.3% | +17.1% |
| 6M | +11.2% | -20.6% | +31.8% | +15.4% |
| YTD | +26.9% | -33.4% | +60.3% | +35.4% |
| 1Y | +18.8% | -20.1% | +39.0% | +22.1% |
| 3Y | +75.9% | -7.4% | +83.4% | +72.5% |
| 5Y | +105.2% | +8.5% | +96.7% | +92.5% |
| All | +105.2% | +3.5% | +101.7% | +92.5% |
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 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