+5.2%
LVS vs CF
+227.0%
-221.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | 0.0% |
| 7D | -1.5% | +6.0% | -7.5% | -2.1% |
| 30D | -3.2% | +14.8% | -18.1% | -4.6% |
| 3M | -12.0% | +14.1% | -26.0% | -13.2% |
| 6M | -19.9% | +28.5% | -48.4% | -23.2% |
| YTD | -30.6% | +74.9% | -105.6% | -36.6% |
| 1Y | -17.7% | +61.7% | -79.4% | -24.0% |
| 3Y | -14.2% | +80.3% | -94.5% | -23.3% |
| All | +5.2% | +227.0% | -221.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling