-31.8%
LVS vs CRL
+85.3%
-117.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -7.3% | +13.8% | +7.3% |
| 7D | +13.4% | -12.8% | +26.2% | +15.2% |
| 30D | +12.2% | +5.0% | +7.2% | +10.6% |
| 3M | -10.7% | +39.4% | -50.1% | -16.2% |
| 6M | -19.8% | +89.4% | -109.2% | -29.4% |
| YTD | -35.8% | +63.6% | -99.4% | -42.0% |
| 1Y | -31.8% | +83.5% | -115.3% | -38.4% |
| All | -31.8% | +85.3% | -117.1% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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