+339.2%
GLW vs LVS
-9.1%
+348.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.7% | -7.0% | -4.7% |
| 7D | +7.7% | -0.8% | +8.6% | +7.8% |
| 30D | -18.8% | +10.0% | -28.8% | -20.1% |
| 3M | -27.7% | -11.0% | -16.7% | -26.6% |
| 6M | -44.4% | -20.1% | -24.3% | -42.6% |
| YTD | +31.3% | -36.3% | +67.6% | +41.7% |
| 1Y | +40.0% | -36.8% | +76.9% | +51.3% |
| 3Y | +339.2% | -9.5% | +348.8% | +307.8% |
| All | +339.2% | -9.1% | +348.3% | +307.8% |
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