-5.8%
LVS vs CNH
+9.4%
-15.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.1% |
| 7D | -2.7% | +1.8% | -4.5% | -3.3% |
| 30D | -4.7% | +32.6% | -37.3% | -12.5% |
| 3M | -15.6% | +29.4% | -45.0% | -22.5% |
| 6M | -18.6% | +26.0% | -44.6% | -25.3% |
| YTD | -32.3% | +52.2% | -84.5% | -42.7% |
| 1Y | -18.0% | +23.9% | -41.9% | -24.7% |
| All | -5.8% | +9.4% | -15.2% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling