+867.9%
GLW vs LVS
+0.3%
+867.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +16.9% | -2.7% | +19.6% | +17.8% |
| 30D | +7.0% | -4.7% | +11.7% | +8.3% |
| 3M | -3.0% | -15.6% | +12.6% | +1.5% |
| 6M | +31.0% | -18.6% | +49.6% | +38.0% |
| YTD | +93.4% | -32.3% | +125.7% | +115.0% |
| 1Y | +134.7% | -18.0% | +152.8% | +143.6% |
| 3Y | +471.8% | -5.8% | +477.6% | +447.3% |
| 5Y | +394.5% | +5.7% | +388.7% | +325.1% |
| 10Y | +867.9% | 0.0% | +867.9% | +735.5% |
| All | +867.9% | +0.3% | +867.7% | +735.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling