+18.1%
LVS vs CRBG
+117.3%
-99.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -6.2% | +2.6% | -8.9% | -7.0% |
| 3M | -14.8% | +24.0% | -38.8% | -20.0% |
| 6M | -20.9% | +50.5% | -71.4% | -30.0% |
| YTD | -33.0% | +17.1% | -50.2% | -36.7% |
| 1Y | -20.0% | +5.9% | -25.9% | -22.3% |
| 3Y | -6.9% | +122.7% | -129.7% | -25.9% |
| All | +18.1% | +117.3% | -99.2% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling