+39.7%
LVS vs CRL
+636.3%
-596.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.1% |
| 7D | -0.8% | +0.1% | -1.0% | -1.0% |
| 30D | +10.0% | +11.9% | -1.9% | +2.7% |
| 3M | -11.0% | +20.2% | -31.2% | -20.1% |
| 6M | -20.1% | +107.5% | -127.7% | -45.7% |
| YTD | -36.3% | +69.4% | -105.8% | -53.2% |
| 1Y | -36.8% | +99.7% | -136.6% | -57.3% |
| 3Y | -9.5% | +98.8% | -108.3% | -45.3% |
| 5Y | +9.3% | -12.4% | +21.7% | -2.8% |
| 10Y | -11.0% | +352.9% | -363.8% | -74.2% |
| All | +39.7% | +636.3% | -596.6% | -77.3% |
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