+1,481.3%
GLW vs LVS
+51.2%
+1,430.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | +15.5% | -3.9% | +19.4% | +16.4% |
| 30D | -19.6% | +7.1% | -26.6% | -20.8% |
| 3M | -28.5% | -13.2% | -15.3% | -26.8% |
| 6M | -39.5% | -22.8% | -16.7% | -36.9% |
| YTD | +37.2% | -38.0% | +75.2% | +49.0% |
| 1Y | +35.4% | -39.5% | +74.9% | +47.8% |
| 3Y | +359.7% | -12.2% | +371.9% | +356.3% |
| 5Y | +244.0% | +6.4% | +237.6% | +218.8% |
| 10Y | +556.7% | -13.3% | +570.0% | +519.4% |
| All | +1,481.3% | +51.2% | +1,430.0% | +1,091.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling