0.0%
LVS vs CNH
+157.1%
-157.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.5% |
| 7D | -2.7% | +1.8% | -4.5% | -3.7% |
| 30D | -4.7% | +32.6% | -37.3% | -17.0% |
| 3M | -15.6% | +29.4% | -45.0% | -26.7% |
| 6M | -18.6% | +26.0% | -44.6% | -29.6% |
| YTD | -32.3% | +52.2% | -84.5% | -47.1% |
| 1Y | -18.0% | +23.9% | -41.9% | -29.5% |
| 3Y | -5.8% | +10.1% | -16.0% | -16.9% |
| 5Y | +5.7% | +13.2% | -7.4% | -11.8% |
| 10Y | 0.0% | +160.7% | -160.6% | -42.9% |
| All | 0.0% | +157.1% | -157.1% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling