-11.8%
LVS vs CPB
-40.8%
+28.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -2.2% |
| 7D | -3.9% | -5.8% | +1.9% | -3.8% |
| 30D | +7.1% | +16.5% | -9.4% | +7.0% |
| 3M | -13.2% | -1.1% | -12.1% | -13.2% |
| 6M | -22.8% | +11.5% | -34.3% | -22.8% |
| YTD | -38.0% | -15.7% | -22.3% | -38.1% |
| 1Y | -39.5% | -24.7% | -14.8% | -39.6% |
| 3Y | -12.2% | -37.3% | +25.1% | -12.3% |
| 5Y | +6.4% | -35.0% | +41.5% | +6.7% |
| All | -11.8% | -40.8% | +28.9% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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