+47.0%
LVS vs CGNX
+1,091.7%
-1,044.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -1.1% |
| 7D | -3.5% | +3.2% | -6.6% | -4.7% |
| 30D | -6.2% | +6.0% | -12.2% | -8.8% |
| 3M | -14.8% | +3.5% | -18.4% | -17.7% |
| 6M | -20.9% | +26.3% | -47.1% | -30.2% |
| YTD | -33.0% | +79.2% | -112.3% | -51.0% |
| 1Y | -20.0% | +43.8% | -63.8% | -36.7% |
| 3Y | -6.9% | +52.0% | -58.9% | -32.5% |
| 5Y | +9.1% | -24.0% | +33.1% | +2.8% |
| 10Y | -1.1% | +189.1% | -190.2% | -54.8% |
| All | +47.0% | +1,091.7% | -1,044.8% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling