+41.2%
LVS vs CPB
+49.8%
-8.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +6.7% | +2.9% | +3.8% | +6.1% |
| 30D | +13.8% | +17.6% | -3.8% | +9.8% |
| 3M | -9.5% | +2.0% | -11.5% | -10.1% |
| 6M | -22.0% | +11.6% | -33.7% | -24.4% |
| YTD | -35.7% | -13.8% | -21.9% | -34.2% |
| 1Y | -36.7% | -21.6% | -15.1% | -33.9% |
| 3Y | -8.8% | -35.8% | +27.0% | -1.8% |
| 5Y | +9.5% | -33.3% | +42.8% | +14.0% |
| 10Y | -10.9% | -39.4% | +28.5% | -11.4% |
| All | +41.2% | +49.8% | -8.5% | -26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling