+52.3%
LVS vs CPB
+40.0%
+12.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.4% |
| 7D | -1.5% | -8.6% | +7.1% | +0.4% |
| 30D | -3.2% | -7.2% | +4.0% | -1.8% |
| 3M | -12.0% | +0.9% | -12.9% | -12.5% |
| 6M | -19.9% | -11.8% | -8.1% | -18.2% |
| YTD | -30.6% | -19.4% | -11.2% | -27.9% |
| 1Y | -17.7% | -30.4% | +12.6% | -11.9% |
| 3Y | -14.2% | -40.2% | +25.9% | -6.1% |
| 5Y | +9.6% | -39.5% | +49.1% | +16.9% |
| 10Y | +5.7% | -47.4% | +53.1% | +11.2% |
| All | +52.3% | +40.0% | +12.3% | -19.2% |
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