-17.7%
LVS vs CF
+62.4%
-80.2%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.6% |
| 7D | -1.5% | +6.0% | -7.5% | -1.0% |
| 30D | -3.2% | +14.8% | -18.1% | -2.0% |
| 3M | -12.0% | +14.1% | -26.0% | -10.8% |
| 6M | -19.9% | +28.5% | -48.4% | -19.3% |
| YTD | -30.6% | +74.9% | -105.6% | -31.7% |
| 1Y | -17.7% | +61.7% | -79.4% | -18.1% |
| All | -17.7% | +62.4% | -80.2% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling