+1,886.8%
CDNS vs LVS
+67.7%
+1,819.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.1% | -2.7% |
| 7D | -9.2% | +0.3% | -9.6% | -9.3% |
| 30D | -16.3% | -3.9% | -12.3% | -15.6% |
| 3M | -27.9% | -12.9% | -15.1% | -25.9% |
| 6M | -4.3% | -16.9% | +12.6% | -0.6% |
| YTD | -9.1% | -31.2% | +22.1% | -1.9% |
| 1Y | -21.2% | -16.4% | -4.8% | -18.8% |
| 3Y | +19.4% | -4.4% | +23.8% | +17.7% |
| 5Y | +71.6% | +6.7% | +64.9% | +60.2% |
| 10Y | +1,005.1% | +1.4% | +1,003.6% | +899.1% |
| All | +1,886.8% | +67.7% | +1,819.1% | +1,164.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling