+39.2%
LVS vs CMS
+1,196.7%
-1,157.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.3% | -1.1% | -0.1% | -0.7% |
| 30D | +12.2% | +6.6% | +5.6% | +8.3% |
| 3M | -11.3% | +0.8% | -12.1% | -11.8% |
| 6M | -21.6% | -3.3% | -18.3% | -20.7% |
| YTD | -36.6% | +2.7% | -39.3% | -38.3% |
| 1Y | -38.4% | -4.0% | -34.4% | -37.8% |
| 3Y | -10.2% | +37.6% | -47.8% | -27.3% |
| 5Y | +9.4% | +35.4% | -26.0% | -14.6% |
| 10Y | -11.3% | +136.0% | -147.3% | -59.3% |
| All | +39.2% | +1,196.7% | -1,157.5% | -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