-9.5%
LVS vs CHRW
+80.1%
-89.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | +7.3% | -8.1% | -1.6% |
| 30D | +10.0% | -3.6% | +13.6% | +10.3% |
| 3M | -11.0% | -9.6% | -1.5% | -10.4% |
| 6M | -20.1% | -17.0% | -3.1% | -19.6% |
| YTD | -36.3% | -15.4% | -20.9% | -36.5% |
| 1Y | -36.8% | -10.0% | -26.8% | -37.7% |
| 3Y | -9.5% | +82.2% | -91.7% | -24.1% |
| All | -9.5% | +80.1% | -89.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 3y: compounded portfolio wealth divided by compounded CHRW 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…
3y analysis · Full analysis span regression · 6 months rolling