+52.3%
LVS vs CMS
+1,164.8%
-1,112.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -3.2% | -3.6% | +0.4% | -1.4% |
| 3M | -12.0% | -1.9% | -10.1% | -11.4% |
| 6M | -19.9% | -11.0% | -8.9% | -15.4% |
| YTD | -30.6% | +0.2% | -30.8% | -31.5% |
| 1Y | -17.7% | -1.3% | -16.4% | -18.3% |
| 3Y | -14.2% | +35.9% | -50.2% | -30.3% |
| 5Y | +9.6% | +23.1% | -13.5% | -9.6% |
| 10Y | +5.7% | +117.9% | -112.2% | -48.8% |
| All | +52.3% | +1,164.8% | -1,112.6% | -82.4% |
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