+565.4%
CVS vs LVS
+67.7%
+497.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +0.4% | -3.9% | +4.3% | +0.8% |
| 3M | -0.4% | -12.9% | +12.4% | +1.0% |
| 6M | +25.1% | -16.9% | +42.1% | +27.4% |
| YTD | +23.9% | -31.2% | +55.1% | +28.6% |
| 1Y | +41.1% | -16.4% | +57.5% | +42.9% |
| 3Y | +63.6% | -4.4% | +68.0% | +61.5% |
| 5Y | +31.5% | +6.7% | +24.9% | +25.1% |
| 10Y | +40.5% | +1.4% | +39.0% | +31.6% |
| All | +565.4% | +67.7% | +497.7% | +423.8% |
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