+50.9%
LVS vs CHD
+1,471.9%
-1,421.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | 0.0% |
| 7D | +0.3% | -2.9% | +3.2% | +1.7% |
| 30D | -3.9% | -6.2% | +2.3% | -1.1% |
| 3M | -12.9% | +1.6% | -14.4% | -13.8% |
| 6M | -16.9% | -3.5% | -13.4% | -16.2% |
| YTD | -31.2% | +16.2% | -47.5% | -36.6% |
| 1Y | -16.4% | +3.4% | -19.8% | -19.0% |
| 3Y | -4.4% | +4.6% | -9.0% | -9.8% |
| 5Y | +6.7% | +21.1% | -14.5% | -10.4% |
| 10Y | +1.4% | +126.5% | -125.1% | -51.9% |
| All | +50.9% | +1,471.9% | -1,421.0% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling