-4.4%
LVS vs CG
+54.3%
-58.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.7% |
| 30D | -3.9% | -3.2% | -0.7% | -3.2% |
| 3M | -12.9% | +6.2% | -19.1% | -15.0% |
| 6M | -16.9% | -4.7% | -12.3% | -16.5% |
| YTD | -31.2% | -20.6% | -10.6% | -27.3% |
| 1Y | -16.4% | -26.4% | +10.0% | -9.8% |
| All | -4.4% | +54.3% | -58.7% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 3y: compounded portfolio wealth divided by compounded CG 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…
3y analysis · Full analysis span regression · 6 months rolling