-3.3%
LVS vs CLX
-3.7%
+0.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -3.2% |
| 30D | -6.2% | -17.0% | +10.8% | -5.5% |
| 3M | -14.8% | -9.7% | -5.2% | -14.5% |
| 6M | -20.9% | -19.8% | -1.0% | -20.2% |
| YTD | -33.0% | -9.8% | -23.2% | -32.8% |
| 1Y | -20.0% | -26.2% | +6.2% | -19.1% |
| 3Y | -6.9% | -36.2% | +29.3% | -5.6% |
| 5Y | +9.1% | -38.3% | +47.4% | +9.9% |
| All | -3.3% | -3.7% | +0.4% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling