+5.3%
LVS vs CP
+24.4%
-19.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | +11.1% | +2.8% | +8.3% | +9.8% |
| 30D | +14.7% | +10.2% | +4.5% | +9.9% |
| 3M | -10.9% | +2.4% | -13.3% | -11.9% |
| 6M | -22.3% | +7.7% | -30.0% | -25.3% |
| YTD | -35.8% | +26.0% | -61.8% | -43.2% |
| 1Y | -33.5% | +34.6% | -68.1% | -43.1% |
| 3Y | -11.7% | +26.7% | -38.4% | -24.5% |
| All | +5.3% | +24.4% | -19.1% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling