-9.5%
LVS vs CP
+257.3%
-266.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -0.8% | +2.1% | -3.0% | -2.0% |
| 30D | +10.0% | +9.3% | +0.7% | +4.8% |
| 3M | -11.0% | +0.5% | -11.5% | -11.4% |
| 6M | -20.1% | +10.4% | -30.6% | -24.9% |
| YTD | -36.3% | +28.7% | -65.0% | -45.6% |
| 1Y | -36.8% | +33.2% | -70.0% | -47.1% |
| 3Y | -9.5% | +38.4% | -48.0% | -28.1% |
| 5Y | +9.3% | +26.2% | -16.9% | -9.9% |
| All | -9.5% | +257.3% | -266.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling