+287.5%
CAH vs LVS
0.0%
+287.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.2% | -0.7% |
| 7D | -5.1% | -3.5% | -1.6% | -4.5% |
| 30D | +0.2% | -6.2% | +6.4% | +1.3% |
| 3M | +6.3% | -14.8% | +21.1% | +9.2% |
| 6M | +9.4% | -20.9% | +30.2% | +13.5% |
| YTD | +15.0% | -33.0% | +48.0% | +22.6% |
| 1Y | +55.4% | -20.0% | +75.5% | +59.8% |
| 3Y | +173.8% | -6.9% | +180.8% | +166.9% |
| 5Y | +395.2% | +9.1% | +386.1% | +342.5% |
| All | +287.5% | 0.0% | +287.5% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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