+39.7%
LVS vs CAG
+51.7%
-11.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.2% |
| 7D | -0.8% | -3.3% | +2.5% | +0.5% |
| 30D | +10.0% | +7.7% | +2.3% | +6.6% |
| 3M | -11.0% | -3.2% | -7.9% | -10.3% |
| 6M | -20.1% | +7.0% | -27.1% | -23.1% |
| YTD | -36.3% | -9.0% | -27.4% | -35.3% |
| 1Y | -36.8% | -9.6% | -27.2% | -35.7% |
| 3Y | -9.5% | -36.0% | +26.4% | +3.6% |
| 5Y | +9.3% | -40.9% | +50.2% | +25.9% |
| 10Y | -11.0% | -37.3% | +26.4% | -13.4% |
| All | +39.7% | +51.7% | -11.9% | -43.7% |
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