+10.4%
LVS vs CG
+5.2%
+5.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.5% | 0.0% |
| 7D | -2.7% | -6.4% | +3.7% | -0.3% |
| 30D | -4.7% | -7.1% | +2.4% | -2.3% |
| 3M | -15.6% | -1.6% | -14.0% | -15.9% |
| 6M | -18.6% | -8.3% | -10.3% | -17.0% |
| YTD | -32.3% | -23.8% | -8.5% | -26.2% |
| 1Y | -18.0% | -28.7% | +10.7% | -8.9% |
| 3Y | -5.8% | +49.2% | -55.0% | -28.9% |
| All | +10.4% | +5.2% | +5.2% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling