+6.4%
LVS vs COPX
+163.4%
-156.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -2.3% | -1.1% | -2.8% |
| 30D | -6.2% | +0.3% | -6.5% | -6.6% |
| 3M | -14.8% | +6.8% | -21.7% | -17.8% |
| 6M | -20.9% | +7.9% | -28.8% | -25.3% |
| YTD | -33.0% | +23.7% | -56.8% | -41.6% |
| 1Y | -20.0% | +71.5% | -91.6% | -40.8% |
| 3Y | -6.9% | +149.1% | -156.0% | -45.3% |
| All | +6.4% | +163.4% | -156.9% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling