+9.3%
GEHC vs LVS
-4.8%
+14.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.0% |
| 7D | -7.6% | -2.7% | -4.9% | -6.9% |
| 30D | -10.7% | -4.7% | -6.0% | -9.4% |
| 3M | -1.2% | -15.6% | +14.4% | +3.8% |
| 6M | -13.7% | -18.6% | +4.9% | -8.6% |
| YTD | -20.4% | -32.3% | +11.8% | -11.5% |
| 1Y | -17.0% | -18.0% | +1.0% | -13.7% |
| 3Y | +0.9% | -5.8% | +6.8% | -5.7% |
| All | +9.3% | -4.8% | +14.0% | -1.0% |
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