+523.3%
CVS vs LVS
+55.3%
+468.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -0.8% |
| 7D | +6.6% | -0.8% | +7.4% | +6.6% |
| 30D | -0.4% | +10.0% | -10.4% | -1.7% |
| 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% | +46.4% |
| 5Y | +12.3% | +9.3% | +3.0% | +6.5% |
| 10Y | +62.4% | -11.0% | +73.3% | +54.0% |
| All | +523.3% | +55.3% | +468.0% | +394.0% |
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