+32.2%
CVS vs LVS
+8.6%
+23.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -2.2% | -3.5% | +1.3% | -1.9% |
| 30D | -0.1% | -6.2% | +6.2% | +0.4% |
| 3M | -5.2% | -14.8% | +9.6% | -4.0% |
| 6M | +26.9% | -20.9% | +47.7% | +29.1% |
| YTD | +22.1% | -33.0% | +55.1% | +25.9% |
| 1Y | +30.8% | -20.0% | +50.8% | +32.7% |
| 3Y | +54.4% | -6.9% | +61.3% | +52.8% |
| All | +32.2% | +8.6% | +23.6% | +28.3% |
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