+39.7%
LVS vs CLX
+262.9%
-223.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.3% |
| 7D | -0.8% | +9.5% | -10.3% | -4.1% |
| 30D | +10.0% | +30.7% | -20.7% | -0.1% |
| 3M | -11.0% | +4.2% | -15.3% | -12.6% |
| 6M | -20.1% | +22.1% | -42.3% | -26.4% |
| YTD | -36.3% | +14.1% | -50.4% | -40.4% |
| 1Y | -36.8% | +10.3% | -47.2% | -40.3% |
| 3Y | -9.5% | -7.8% | -1.7% | -10.2% |
| 5Y | +9.3% | -20.8% | +30.2% | +11.1% |
| 10Y | -11.0% | +31.9% | -42.8% | -48.9% |
| All | +39.7% | +262.9% | -223.1% | -69.0% |
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