+6.7%
LVS vs CNH
+7.1%
-0.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.7% | +1.1% |
| 7D | +0.3% | +8.8% | -8.5% | -3.0% |
| 30D | -3.9% | +24.7% | -28.6% | -12.0% |
| 3M | -12.9% | +27.3% | -40.2% | -21.6% |
| 6M | -16.9% | +23.2% | -40.1% | -25.2% |
| YTD | -31.2% | +48.9% | -80.2% | -43.5% |
| 1Y | -16.4% | +19.4% | -35.8% | -24.4% |
| 3Y | -4.4% | +7.8% | -12.2% | -11.7% |
| 5Y | +6.7% | +8.7% | -2.1% | -7.4% |
| All | +6.7% | +7.1% | -0.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling