-11.9%
LVS vs CNH
+46.6%
-58.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.9% | -12.3% | -6.0% |
| 7D | +5.2% | +8.6% | -3.4% | +1.0% |
| 30D | +12.0% | +12.6% | -0.6% | +5.7% |
| 3M | -11.5% | +17.5% | -29.0% | -19.2% |
| 6M | -23.2% | +18.1% | -41.3% | -31.5% |
| YTD | -36.7% | +40.4% | -77.1% | -48.7% |
| 1Y | -36.8% | +34.0% | -70.8% | -47.9% |
| 3Y | -10.5% | +35.3% | -45.8% | -29.0% |
| 5Y | +5.1% | -5.1% | +10.2% | -4.4% |
| 10Y | -14.0% | +124.0% | -138.0% | -50.6% |
| All | -11.9% | +46.6% | -58.6% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling