+263.8%
LVS vs CVE
+62.8%
+201.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +1.3% |
| 7D | +11.4% | -14.1% | +25.4% | +16.2% |
| 30D | +13.6% | -11.6% | +25.2% | +17.4% |
| 3M | -10.0% | 0.0% | -10.1% | -11.0% |
| 6M | -20.6% | -8.4% | -12.2% | -19.9% |
| YTD | -35.5% | +65.9% | -101.4% | -47.0% |
| 1Y | -32.9% | +69.4% | -102.3% | -45.4% |
| 3Y | -10.3% | +55.9% | -66.2% | -27.2% |
| 5Y | +3.1% | +146.2% | -143.1% | -31.8% |
| 10Y | -11.4% | +140.6% | -152.1% | -52.8% |
| All | +263.8% | +62.8% | +201.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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