+15.7%
GEHC vs LVS
-31.5%
+47.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.5% | -0.1% | +4.3% |
| 7D | +13.2% | +13.4% | -0.2% | +9.0% |
| 30D | +30.6% | +12.2% | +18.4% | +26.1% |
| 3M | +22.2% | -10.7% | +32.9% | +25.3% |
| 6M | +40.8% | -19.8% | +60.7% | +47.7% |
| YTD | +4.8% | -35.8% | +40.6% | +11.5% |
| 1Y | +15.7% | -31.8% | +47.5% | +24.4% |
| All | +15.7% | -31.5% | +47.2% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling