+41.0%
CVS vs LVS
-0.5%
+41.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | -2.0% | -4.3% | +2.3% | -1.3% |
| 30D | +1.9% | -6.8% | +8.7% | +3.0% |
| 3M | -2.2% | -15.6% | +13.4% | +0.4% |
| 6M | +26.7% | -20.6% | +47.3% | +30.9% |
| YTD | +22.9% | -33.4% | +56.3% | +30.4% |
| 1Y | +32.9% | -20.1% | +53.1% | +36.3% |
| 3Y | +62.3% | -7.4% | +69.7% | +59.5% |
| 5Y | +34.2% | +8.5% | +25.7% | +22.8% |
| All | +41.0% | -0.5% | +41.5% | +31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling