+39.0%
LVS vs CMS
+1,195.4%
-1,156.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +5.2% | -0.9% | +6.1% | +5.7% |
| 30D | +12.0% | +7.1% | +4.9% | +7.8% |
| 3M | -11.5% | -1.3% | -10.2% | -11.0% |
| 6M | -23.2% | -2.7% | -20.6% | -22.7% |
| YTD | -36.7% | +2.6% | -39.3% | -38.3% |
| 1Y | -36.8% | -2.0% | -34.8% | -36.9% |
| 3Y | -10.5% | +39.6% | -50.2% | -28.3% |
| 5Y | +5.1% | +35.3% | -30.3% | -18.0% |
| 10Y | -14.0% | +132.3% | -146.3% | -60.0% |
| All | +39.0% | +1,195.4% | -1,156.4% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling