+87.1%
LVS vs CF
+5,948.3%
-5,861.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | -1.5% | +6.0% | -7.5% | -3.6% |
| 30D | -3.2% | +14.8% | -18.1% | -8.2% |
| 3M | -12.0% | +14.1% | -26.0% | -16.7% |
| 6M | -19.9% | +28.5% | -48.4% | -29.6% |
| YTD | -30.6% | +74.9% | -105.6% | -45.8% |
| 1Y | -17.7% | +61.7% | -79.4% | -34.2% |
| 3Y | -14.2% | +80.3% | -94.5% | -36.6% |
| 5Y | +9.6% | +226.0% | -216.3% | -41.1% |
| 10Y | +5.7% | +569.9% | -564.2% | -61.3% |
| All | +87.1% | +5,948.3% | -5,861.2% | -74.6% |
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