+8.5%
LVS vs CRL
-38.6%
+47.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -4.3% | -6.9% | +2.6% | -2.4% |
| 30D | -6.8% | -3.2% | -3.6% | -6.1% |
| 3M | -15.6% | +46.5% | -62.2% | -24.6% |
| 6M | -20.6% | +63.1% | -83.7% | -31.5% |
| YTD | -33.4% | +36.9% | -70.3% | -40.0% |
| 1Y | -20.1% | +78.1% | -98.3% | -33.8% |
| 3Y | -7.4% | +36.7% | -44.1% | -21.7% |
| 5Y | +8.5% | -38.1% | +46.6% | -2.0% |
| All | +8.5% | -38.6% | +47.1% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling