+123.2%
GLW vs LVS
-18.2%
+141.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.7% |
| 7D | +3.8% | -1.5% | +5.3% | +3.8% |
| 30D | -1.3% | -3.2% | +1.9% | -1.3% |
| 3M | -21.8% | -12.0% | -9.8% | -20.7% |
| 6M | +6.9% | -19.9% | +26.8% | +10.0% |
| YTD | +77.2% | -30.6% | +107.8% | +84.9% |
| 1Y | +123.2% | -17.7% | +141.0% | +128.6% |
| All | +123.2% | -18.2% | +141.4% | +128.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling