+52.3%
LVS vs CHRW
+747.2%
-695.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -1.5% | -1.4% | -0.1% | -0.8% |
| 30D | -3.2% | -3.5% | +0.2% | -1.9% |
| 3M | -12.0% | -19.4% | +7.4% | -4.8% |
| 6M | -19.9% | -21.4% | +1.5% | -13.0% |
| YTD | -30.6% | -7.1% | -23.5% | -32.2% |
| 1Y | -17.7% | +17.8% | -35.6% | -30.2% |
| 3Y | -14.2% | +78.8% | -93.0% | -45.5% |
| 5Y | +9.6% | +83.5% | -73.9% | -35.6% |
| 10Y | +5.7% | +160.2% | -154.6% | -54.7% |
| All | +52.3% | +747.2% | -695.0% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling