+216.3%
GE vs LVS
+69.2%
+147.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | -1.5% | -0.1% | -1.3% |
| 30D | -11.6% | -3.2% | -8.3% | -11.0% |
| 3M | +3.0% | -12.0% | +15.0% | +5.7% |
| 6M | -0.5% | -19.9% | +19.4% | +4.1% |
| YTD | +9.7% | -30.6% | +40.4% | +18.0% |
| 1Y | +20.0% | -17.7% | +37.8% | +23.6% |
| 3Y | +275.8% | -14.2% | +290.1% | +276.2% |
| 5Y | +429.1% | +9.6% | +419.4% | +385.4% |
| 10Y | +151.2% | +5.7% | +145.5% | +130.5% |
| All | +216.3% | +69.2% | +147.1% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling