-10.9%
LVS vs CP
+255.2%
-266.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +6.7% | +2.8% | +3.9% | +5.2% |
| 30D | +13.8% | +11.0% | +2.7% | +7.5% |
| 3M | -9.5% | +3.8% | -13.3% | -11.4% |
| 6M | -22.0% | +9.5% | -31.5% | -26.3% |
| YTD | -35.7% | +28.2% | -63.9% | -44.9% |
| 1Y | -36.7% | +33.0% | -69.6% | -47.0% |
| 3Y | -8.8% | +35.5% | -44.4% | -26.6% |
| 5Y | +9.5% | +25.8% | -16.3% | -9.6% |
| 10Y | -10.9% | +250.7% | -261.6% | -57.6% |
| All | -10.9% | +255.2% | -266.1% | -57.6% |
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