+7.3%
LVS vs CHRW
+89.2%
-81.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | +0.3% | +1.9% | -1.6% | 0.0% |
| 30D | -3.9% | +0.9% | -4.8% | -4.1% |
| 3M | -12.9% | -19.9% | +7.0% | -10.2% |
| 6M | -16.9% | -15.8% | -1.1% | -15.4% |
| YTD | -31.2% | -5.6% | -25.7% | -32.0% |
| 1Y | -16.4% | +21.0% | -37.4% | -21.9% |
| 3Y | -4.4% | +86.0% | -90.5% | -20.3% |
| All | +7.3% | +89.2% | -81.9% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling