-31.8%
LVS vs CF
+35.9%
-67.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.9% | +6.0% |
| 7D | +13.4% | -6.9% | +20.3% | +12.6% |
| 30D | +12.2% | -3.7% | +15.9% | +11.8% |
| 3M | -10.7% | -5.0% | -5.8% | -11.0% |
| 6M | -19.8% | -10.5% | -9.4% | -20.3% |
| YTD | -35.8% | +46.5% | -82.3% | -37.5% |
| 1Y | -31.8% | +34.8% | -66.6% | -32.2% |
| All | -31.8% | +35.9% | -67.7% | -32.2% |
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