+7.2%
GEHC vs LVS
-5.9%
+13.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -7.2% | -3.5% | -3.7% | -6.2% |
| 30D | -11.6% | -6.2% | -5.3% | -9.9% |
| 3M | -0.8% | -14.8% | +14.0% | +3.9% |
| 6M | -11.9% | -20.9% | +8.9% | -5.9% |
| YTD | -21.9% | -33.0% | +11.1% | -12.9% |
| 1Y | -17.8% | -20.0% | +2.2% | -13.9% |
| 3Y | -3.5% | -6.9% | +3.4% | -9.5% |
| All | +7.2% | -5.9% | +13.1% | -2.5% |
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