+262.7%
GE vs LVS
-6.8%
+269.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.5% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -11.3% | -4.7% | -6.6% | -10.4% |
| 3M | -1.4% | -15.6% | +14.2% | +2.0% |
| 6M | +1.2% | -18.6% | +19.9% | +5.3% |
| YTD | +5.9% | -32.3% | +38.2% | +14.0% |
| 1Y | +18.4% | -18.0% | +36.4% | +21.2% |
| All | +262.7% | -6.8% | +269.5% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling