+39.7%
LVS vs CNP
+762.6%
-722.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | -0.8% | +1.3% | -2.1% | -1.5% |
| 30D | +10.0% | +3.8% | +6.2% | +7.4% |
| 3M | -11.0% | +2.4% | -13.4% | -12.7% |
| 6M | -20.1% | -1.2% | -19.0% | -20.5% |
| YTD | -36.3% | +9.3% | -45.6% | -40.5% |
| 1Y | -36.8% | +6.4% | -43.3% | -40.1% |
| 3Y | -9.5% | +66.4% | -75.9% | -35.2% |
| 5Y | +9.3% | +75.7% | -66.4% | -26.3% |
| 10Y | -11.0% | +145.1% | -156.1% | -56.4% |
| All | +39.7% | +762.6% | -722.9% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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