+47.6%
CVS vs LVS
-9.1%
+56.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.7% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -0.4% | +10.0% | -10.4% | -1.4% |
| 3M | -5.3% | -11.0% | +5.8% | -4.2% |
| 6M | -7.7% | -20.1% | +12.4% | -5.7% |
| YTD | +16.0% | -36.3% | +52.4% | +21.3% |
| 1Y | +16.2% | -36.8% | +53.1% | +21.6% |
| 3Y | +47.6% | -9.5% | +57.1% | +44.1% |
| All | +47.6% | -9.1% | +56.6% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling