+224.3%
CTVA vs LVS
-13.5%
+237.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | +12.0% | -3.9% | +16.0% | +13.2% |
| 3M | +13.5% | -12.9% | +26.3% | +17.7% |
| 6M | +12.1% | -16.9% | +29.1% | +17.3% |
| YTD | +29.0% | -31.2% | +60.3% | +41.7% |
| 1Y | +18.9% | -16.4% | +35.3% | +22.4% |
| 3Y | +78.9% | -4.4% | +83.3% | +72.5% |
| 5Y | +105.2% | +6.7% | +98.6% | +78.9% |
| All | +224.3% | -13.5% | +237.8% | +174.6% |
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