+52.3%
LVS vs CLX
+204.1%
-151.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.5% | -9.2% | +7.7% | +1.9% |
| 30D | -3.2% | -11.0% | +7.8% | +0.8% |
| 3M | -12.0% | +5.0% | -17.0% | -14.0% |
| 6M | -19.9% | -18.8% | -1.1% | -14.7% |
| YTD | -30.6% | -4.4% | -26.2% | -30.7% |
| 1Y | -17.7% | -21.9% | +4.1% | -12.0% |
| 3Y | -14.2% | -32.8% | +18.5% | -4.2% |
| 5Y | +9.6% | -34.6% | +44.2% | +19.3% |
| 10Y | +5.7% | -4.7% | +10.4% | -26.9% |
| All | +52.3% | +204.1% | -151.8% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling