-18.0%
LVS vs CP
+19.4%
-37.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.6% |
| 7D | -2.7% | +0.6% | -3.3% | -2.7% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | -15.6% | +0.1% | -15.6% | -15.4% |
| 6M | -18.6% | +7.8% | -26.5% | -17.7% |
| YTD | -32.3% | +22.9% | -55.1% | -27.4% |
| 1Y | -18.0% | +21.3% | -39.3% | -14.1% |
| All | -18.0% | +19.4% | -37.4% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling