+73.6%
LVS vs CF
+5,449.8%
-5,376.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.7% |
| 7D | +6.7% | +4.8% | +1.9% | +4.8% |
| 30D | +13.8% | +9.7% | +4.1% | +9.7% |
| 3M | -9.5% | +1.2% | -10.7% | -10.7% |
| 6M | -22.0% | +7.4% | -29.4% | -25.4% |
| YTD | -35.7% | +60.5% | -96.2% | -48.6% |
| 1Y | -36.7% | +50.7% | -87.4% | -48.3% |
| 3Y | -8.8% | +64.8% | -73.6% | -30.5% |
| 5Y | +9.5% | +115.8% | -106.3% | -30.9% |
| 10Y | -10.9% | +481.0% | -491.9% | -65.5% |
| All | +73.6% | +5,449.8% | -5,376.3% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling