+52.3%
LVS vs CP
+1,758.9%
-1,706.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.6% |
| 7D | -1.5% | -2.7% | +1.2% | +0.3% |
| 30D | -3.2% | +0.2% | -3.4% | -3.5% |
| 3M | -12.0% | +2.6% | -14.5% | -14.2% |
| 6M | -19.9% | +6.0% | -25.9% | -24.4% |
| YTD | -30.6% | +24.9% | -55.6% | -42.6% |
| 1Y | -17.7% | +20.1% | -37.9% | -30.6% |
| 3Y | -14.2% | +16.4% | -30.6% | -28.2% |
| 5Y | +9.6% | +31.7% | -22.1% | -19.1% |
| 10Y | +5.7% | +223.9% | -218.2% | -64.7% |
| All | +52.3% | +1,758.9% | -1,706.6% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling