+643.2%
GEV vs LVS
-9.4%
+652.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.3% |
| 7D | +8.1% | +0.3% | +7.8% | +8.0% |
| 30D | -1.9% | -3.9% | +2.0% | -1.1% |
| 3M | +4.1% | -12.9% | +16.9% | +7.5% |
| 6M | +23.2% | -16.9% | +40.2% | +28.3% |
| YTD | +48.9% | -31.2% | +80.1% | +63.1% |
| 1Y | +62.2% | -16.4% | +78.6% | +66.4% |
| All | +643.2% | -9.4% | +652.6% | +542.4% |
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 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