+422.4%
GE vs LVS
+3.5%
+418.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | -2.8% | -4.3% | +1.5% | -1.7% |
| 30D | -11.9% | -6.8% | -5.1% | -10.4% |
| 3M | +1.8% | -15.6% | +17.5% | +6.1% |
| 6M | -0.6% | -20.6% | +20.0% | +5.0% |
| YTD | +5.5% | -33.4% | +38.9% | +16.0% |
| 1Y | +15.0% | -20.1% | +35.1% | +19.5% |
| 3Y | +269.5% | -7.4% | +277.0% | +256.4% |
| 5Y | +422.4% | +8.5% | +413.9% | +359.3% |
| All | +422.4% | +3.5% | +418.9% | +359.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling