+48.7%
LVS vs CAKE
+321.6%
-272.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.2% |
| 7D | -2.7% | -4.6% | +1.9% | -0.4% |
| 30D | -4.7% | -6.6% | +1.9% | -1.7% |
| 3M | -15.6% | +52.9% | -68.5% | -33.1% |
| 6M | -18.6% | +65.7% | -84.4% | -38.6% |
| YTD | -32.3% | +107.8% | -140.1% | -54.9% |
| 1Y | -18.0% | +78.5% | -96.5% | -41.6% |
| 3Y | -5.8% | +266.4% | -272.2% | -56.9% |
| 5Y | +5.7% | +159.6% | -153.9% | -45.1% |
| 10Y | 0.0% | +156.6% | -156.6% | -62.7% |
| All | +48.7% | +321.6% | -272.9% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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