-44.6%
GLW vs LVS
-20.7%
-23.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.7% | -7.2% | -2.4% |
| 7D | +7.5% | -0.8% | +8.3% | +7.2% |
| 30D | -19.0% | +10.0% | -29.0% | -13.2% |
| 3M | -27.9% | -11.0% | -16.9% | -37.1% |
| 6M | -44.6% | -20.1% | -24.4% | -55.4% |
| All | -44.6% | -20.7% | -23.9% | -55.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling