-32.9%
LVS vs CGNX
+19.2%
-52.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.5% | +10.9% | +0.4% |
| 7D | +11.4% | -19.5% | +30.8% | +11.3% |
| 30D | +13.6% | -28.4% | +42.0% | +13.7% |
| 3M | -10.0% | -32.7% | +22.7% | -9.8% |
| 6M | -20.6% | -19.0% | -1.5% | -21.2% |
| YTD | -35.5% | +32.6% | -68.1% | -38.0% |
| 1Y | -32.9% | +18.0% | -50.9% | -33.8% |
| All | -32.9% | +19.2% | -52.1% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling