+2,215.8%
GILD vs LVS
+63.3%
+2,152.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -4.8% | -3.5% | -1.4% | -4.5% |
| 30D | +5.8% | -6.2% | +12.0% | +6.4% |
| 3M | +14.9% | -14.8% | +29.8% | +16.7% |
| 6M | -0.4% | -20.9% | +20.5% | +1.8% |
| YTD | +18.5% | -33.0% | +51.6% | +22.9% |
| 1Y | +25.1% | -20.0% | +45.1% | +27.1% |
| 3Y | +105.9% | -6.9% | +112.8% | +104.2% |
| 5Y | +143.0% | +9.1% | +133.9% | +132.3% |
| 10Y | +162.4% | -1.1% | +163.5% | +146.4% |
| All | +2,215.8% | +63.3% | +2,152.5% | +1,774.1% |
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 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