+105.9%
GILD vs LVS
-7.9%
+113.7%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -3.5% | -1.4% | -4.4% |
| 30D | +5.8% | -6.2% | +12.0% | +6.6% |
| 3M | +14.9% | -14.8% | +29.8% | +17.1% |
| 6M | -0.4% | -20.9% | +20.5% | +2.2% |
| YTD | +18.5% | -33.0% | +51.6% | +23.9% |
| 1Y | +25.1% | -20.0% | +45.1% | +27.3% |
| 3Y | +105.9% | -6.9% | +112.8% | +100.1% |
| All | +105.9% | -7.9% | +113.7% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling