-20.0%
LVS vs CRBG
+7.7%
-27.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.5% |
| 30D | -6.2% | +2.6% | -8.9% | -6.5% |
| 3M | -14.8% | +24.0% | -38.8% | -17.1% |
| 6M | -20.9% | +50.5% | -71.4% | -25.4% |
| YTD | -33.0% | +17.1% | -50.2% | -35.0% |
| 1Y | -20.0% | +5.9% | -25.9% | -21.5% |
| All | -20.0% | +7.7% | -27.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling