-8.8%
LVS vs CPB
-36.1%
+27.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.7% |
| 7D | +6.7% | +2.9% | +3.8% | +6.3% |
| 30D | +13.8% | +17.6% | -3.8% | +11.7% |
| 3M | -9.5% | +2.0% | -11.5% | -9.8% |
| 6M | -22.0% | +11.6% | -33.7% | -23.2% |
| YTD | -35.7% | -13.8% | -21.9% | -34.8% |
| 1Y | -36.7% | -21.6% | -15.1% | -34.9% |
| 3Y | -8.8% | -35.8% | +27.0% | -5.6% |
| All | -8.8% | -36.1% | +27.2% | -5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling