+1,711.2%
CNQ vs LVS
+63.3%
+1,647.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +0.1% | -3.5% | +3.6% | +1.1% |
| 30D | +6.2% | -6.2% | +12.4% | +7.9% |
| 3M | +12.4% | -14.8% | +27.2% | +17.1% |
| 6M | +9.0% | -20.9% | +29.9% | +15.1% |
| YTD | +52.2% | -33.0% | +85.3% | +67.4% |
| 1Y | +65.0% | -20.0% | +85.1% | +71.3% |
| 3Y | +78.8% | -6.9% | +85.8% | +73.5% |
| 5Y | +286.0% | +9.1% | +276.9% | +239.7% |
| 10Y | +420.7% | -1.1% | +421.9% | +373.0% |
| All | +1,711.2% | +63.3% | +1,647.8% | +844.9% |
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