+187.9%
LVS vs COPX
+200.8%
-12.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.9% |
| 7D | -2.7% | +6.0% | -8.7% | -5.5% |
| 30D | -4.7% | +6.4% | -11.1% | -7.9% |
| 3M | -15.6% | +19.3% | -34.9% | -24.1% |
| 6M | -18.6% | +16.2% | -34.9% | -27.6% |
| YTD | -32.3% | +33.2% | -65.4% | -45.1% |
| 1Y | -18.0% | +90.2% | -108.3% | -45.9% |
| 3Y | -5.8% | +175.7% | -181.5% | -51.5% |
| 5Y | +5.7% | +193.1% | -187.4% | -48.9% |
| 10Y | 0.0% | +619.4% | -619.4% | -73.5% |
| All | +187.9% | +200.8% | -12.9% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling