+152.0%
GE vs LVS
-10.5%
+162.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.7% |
| 7D | +2.7% | -0.8% | +3.5% | +2.9% |
| 30D | +8.1% | +10.0% | -1.9% | +4.2% |
| 3M | -7.9% | -11.0% | +3.2% | -4.0% |
| 6M | +12.9% | -20.1% | +33.0% | +21.9% |
| YTD | +8.2% | -36.3% | +44.5% | +25.7% |
| 1Y | +9.7% | -36.8% | +46.5% | +27.7% |
| 3Y | +266.1% | -9.5% | +275.7% | +252.4% |
| 5Y | +407.4% | +9.3% | +398.1% | +315.3% |
| All | +152.0% | -10.5% | +162.5% | +133.0% |
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