+6.4%
LVS vs CAG
-43.1%
+49.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -2.6% |
| 30D | -6.2% | -2.4% | -3.8% | -5.9% |
| 3M | -14.8% | +9.8% | -24.6% | -16.2% |
| 6M | -20.9% | -10.8% | -10.0% | -19.6% |
| YTD | -33.0% | -10.8% | -22.2% | -32.2% |
| 1Y | -20.0% | -19.0% | -1.1% | -17.8% |
| 3Y | -6.9% | -39.7% | +32.8% | 0.0% |
| All | +6.4% | -43.1% | +49.5% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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