+36.1%
LVS vs CHRW
+671.2%
-635.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.5% |
| 7D | -3.9% | +4.7% | -8.6% | -6.1% |
| 30D | +7.1% | -2.6% | +9.6% | +7.5% |
| 3M | -13.2% | -8.0% | -5.2% | -11.4% |
| 6M | -22.8% | -19.0% | -3.8% | -18.6% |
| YTD | -38.0% | -15.5% | -22.5% | -37.6% |
| 1Y | -39.5% | -10.8% | -28.6% | -40.9% |
| 3Y | -12.2% | +79.8% | -92.0% | -45.6% |
| 5Y | +6.4% | +59.3% | -52.8% | -33.3% |
| 10Y | -13.3% | +129.6% | -142.9% | -60.9% |
| All | +36.1% | +671.2% | -635.1% | -68.3% |
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