+52.3%
LVS vs CAG
+57.6%
-5.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.5% | -3.8% | +2.3% | 0.0% |
| 30D | -3.2% | +3.1% | -6.4% | -4.5% |
| 3M | -12.0% | +23.5% | -35.5% | -19.4% |
| 6M | -19.9% | -14.8% | -5.1% | -15.6% |
| YTD | -30.6% | -5.4% | -25.2% | -30.3% |
| 1Y | -17.7% | -11.8% | -5.9% | -15.3% |
| 3Y | -14.2% | -36.7% | +22.4% | -1.0% |
| 5Y | +9.6% | -40.3% | +49.9% | +26.3% |
| 10Y | +5.7% | -37.0% | +42.7% | +3.1% |
| All | +52.3% | +57.6% | -5.3% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling