-10.9%
LVS vs CMS
+134.3%
-145.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +6.7% | +0.5% | +6.2% | +6.6% |
| 30D | +13.8% | +7.4% | +6.4% | +12.4% |
| 3M | -9.5% | +1.9% | -11.3% | -9.8% |
| 6M | -22.0% | -2.3% | -19.7% | -21.8% |
| YTD | -35.7% | +3.0% | -38.6% | -36.2% |
| 1Y | -36.7% | -2.8% | -33.9% | -36.6% |
| 3Y | -8.8% | +37.9% | -46.8% | -14.6% |
| 5Y | +9.5% | +34.0% | -24.4% | +2.0% |
| 10Y | -10.9% | +138.1% | -149.0% | -16.2% |
| All | -10.9% | +134.3% | -145.2% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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