+39.7%
LVS vs CHRW
+671.6%
-631.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | -0.8% | +7.3% | -8.1% | -4.2% |
| 30D | +10.0% | -3.6% | +13.6% | +11.1% |
| 3M | -11.0% | -9.6% | -1.5% | -8.4% |
| 6M | -20.1% | -17.0% | -3.1% | -16.8% |
| YTD | -36.3% | -15.4% | -20.9% | -36.0% |
| 1Y | -36.8% | -10.0% | -26.8% | -38.6% |
| 3Y | -9.5% | +82.2% | -91.7% | -44.4% |
| 5Y | +9.3% | +59.4% | -50.1% | -31.5% |
| 10Y | -11.0% | +129.7% | -140.7% | -59.8% |
| All | +39.7% | +671.6% | -631.8% | -67.5% |
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 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