0.0%
LVS vs CP
+224.3%
-224.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.7% | +0.6% | -3.3% | -3.0% |
| 30D | -4.7% | -0.5% | -4.2% | -4.5% |
| 3M | -15.6% | +0.1% | -15.6% | -16.0% |
| 6M | -18.6% | +7.8% | -26.5% | -22.6% |
| YTD | -32.3% | +22.9% | -55.1% | -40.5% |
| 1Y | -18.0% | +21.3% | -39.3% | -27.9% |
| 3Y | -5.8% | +20.4% | -26.2% | -18.7% |
| 5Y | +5.7% | +34.9% | -29.2% | -16.3% |
| 10Y | 0.0% | +233.3% | -233.3% | -48.9% |
| All | 0.0% | +224.3% | -224.3% | -48.9% |
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