+147.8%
GE vs LVS
-0.5%
+148.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -2.8% | -4.3% | +1.5% | -1.2% |
| 30D | -11.9% | -6.8% | -5.1% | -9.7% |
| 3M | +1.8% | -15.6% | +17.5% | +8.0% |
| 6M | -0.6% | -20.6% | +20.0% | +7.4% |
| YTD | +5.5% | -33.4% | +38.9% | +20.7% |
| 1Y | +15.0% | -20.1% | +35.1% | +21.5% |
| 3Y | +269.5% | -7.4% | +277.0% | +253.3% |
| 5Y | +422.4% | +8.5% | +413.9% | +329.2% |
| All | +147.8% | -0.5% | +148.4% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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