-9.5%
LVS vs CNH
+106.0%
-115.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -0.8% | +3.0% | -3.9% | -2.7% |
| 30D | +10.0% | -0.6% | +10.6% | +9.4% |
| 3M | -11.0% | +14.6% | -25.7% | -18.4% |
| 6M | -20.1% | +11.8% | -31.9% | -27.5% |
| YTD | -36.3% | +30.4% | -66.8% | -47.5% |
| 1Y | -36.8% | +19.1% | -55.9% | -45.6% |
| 3Y | -9.5% | +30.2% | -39.7% | -28.5% |
| 5Y | +9.3% | -17.8% | +27.1% | +5.9% |
| All | -9.5% | +106.0% | -115.5% | -48.1% |
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