+1.5%
LVS vs CMS
+117.9%
-116.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.3% | +1.2% | -0.9% | +0.1% |
| 30D | -3.9% | -3.2% | -0.8% | -3.4% |
| 3M | -12.9% | -2.2% | -10.6% | -12.6% |
| 6M | -16.9% | -9.4% | -7.5% | -15.7% |
| YTD | -31.2% | +0.7% | -31.9% | -31.6% |
| 1Y | -16.4% | +0.4% | -16.8% | -16.8% |
| 3Y | -4.4% | +35.2% | -39.6% | -10.1% |
| 5Y | +6.7% | +24.1% | -17.5% | +1.0% |
| All | +1.5% | +117.9% | -116.4% | -3.9% |
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