-2.2%
LVS vs CRL
+256.2%
-258.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.2% |
| 7D | -2.7% | -4.6% | +1.9% | -1.2% |
| 30D | -4.7% | +0.5% | -5.2% | -4.9% |
| 3M | -15.6% | +46.6% | -62.2% | -26.7% |
| 6M | -18.6% | +57.3% | -75.9% | -31.7% |
| YTD | -32.3% | +39.5% | -71.8% | -41.1% |
| 1Y | -18.0% | +76.9% | -94.9% | -35.2% |
| 3Y | -5.8% | +39.4% | -45.2% | -24.1% |
| 5Y | +5.7% | -37.2% | +42.9% | +14.1% |
| All | -2.2% | +256.2% | -258.4% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling