-37.7%
LVS vs CF
+47.0%
-84.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +5.2% | -0.9% | +6.1% | +5.2% |
| 30D | +12.0% | +6.9% | +5.1% | +12.7% |
| 3M | -11.5% | +4.8% | -16.3% | -10.8% |
| 6M | -23.2% | +4.7% | -27.9% | -22.3% |
| YTD | -36.7% | +56.5% | -93.2% | -37.9% |
| All | -37.7% | +47.0% | -84.7% | -38.1% |
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