+382.5%
GLW vs LVS
+4.5%
+378.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.4% | +7.7% |
| 7D | +14.0% | +0.3% | +13.7% | +13.9% |
| 30D | +0.4% | -3.9% | +4.3% | +1.0% |
| 3M | -11.3% | -12.9% | +1.5% | -9.2% |
| 6M | +35.1% | -16.9% | +52.0% | +39.5% |
| YTD | +90.5% | -31.2% | +121.8% | +104.7% |
| 1Y | +132.0% | -16.4% | +148.4% | +137.4% |
| 3Y | +463.3% | -4.4% | +467.7% | +441.9% |
| 5Y | +382.5% | +6.7% | +375.8% | +338.7% |
| All | +382.5% | +4.5% | +378.0% | +338.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling