+632.4%
GEV vs LVS
-11.8%
+644.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.5% | +3.1% | +3.5% |
| 7D | +1.6% | -3.5% | +5.1% | +2.5% |
| 30D | -7.9% | -6.2% | -1.7% | -6.6% |
| 3M | +5.6% | -14.8% | +20.5% | +9.8% |
| 6M | +13.1% | -20.9% | +33.9% | +19.3% |
| YTD | +46.7% | -33.0% | +79.8% | +61.8% |
| 1Y | +51.3% | -20.0% | +71.3% | +57.3% |
| All | +632.4% | -11.8% | +644.2% | +537.5% |
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 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