+5.0%
LVS vs CHD
+33.2%
-28.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.5% |
| 7D | -0.8% | +3.6% | -4.5% | -1.3% |
| 30D | +10.0% | +10.4% | -0.4% | +8.8% |
| 3M | -11.0% | +12.2% | -23.2% | -12.2% |
| 6M | -20.1% | +19.9% | -40.1% | -21.8% |
| YTD | -36.3% | +36.4% | -72.8% | -38.5% |
| 1Y | -36.8% | +35.1% | -72.0% | -38.9% |
| 3Y | -9.5% | +29.2% | -38.7% | -11.4% |
| All | +5.0% | +33.2% | -28.2% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling