+52.3%
LVS vs CRL
+528.5%
-476.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.5% |
| 7D | -1.5% | -1.0% | -0.5% | -1.0% |
| 30D | -3.2% | +10.7% | -13.9% | -7.9% |
| 3M | -12.0% | +55.3% | -67.3% | -29.5% |
| 6M | -19.9% | +60.7% | -80.6% | -37.9% |
| YTD | -30.6% | +44.6% | -75.3% | -44.0% |
| 1Y | -17.7% | +77.7% | -95.5% | -40.9% |
| 3Y | -14.2% | +37.6% | -51.8% | -36.6% |
| 5Y | +9.6% | -35.8% | +45.5% | +15.3% |
| 10Y | +5.7% | +241.7% | -236.1% | -63.9% |
| All | +52.3% | +528.5% | -476.3% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling