+29.4%
LVS vs CG
+351.2%
-321.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.4% |
| 7D | -1.5% | -4.3% | +2.8% | +0.3% |
| 30D | -3.2% | -5.1% | +1.9% | -1.4% |
| 3M | -12.0% | +8.7% | -20.7% | -15.9% |
| 6M | -19.9% | -9.2% | -10.7% | -17.8% |
| YTD | -30.6% | -18.9% | -11.8% | -25.9% |
| 1Y | -17.7% | -25.6% | +7.9% | -9.7% |
| 3Y | -14.2% | +57.3% | -71.5% | -35.9% |
| 5Y | +9.6% | +10.2% | -0.5% | -7.2% |
| 10Y | +5.7% | +364.2% | -358.5% | -52.7% |
| All | +29.4% | +351.2% | -321.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling