+39.4%
GM vs LVS
-31.5%
+70.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +2.8% |
| 7D | +12.1% | +13.4% | -1.3% | +8.4% |
| 30D | +15.2% | +12.2% | +3.0% | +11.6% |
| 3M | +4.9% | -10.7% | +15.6% | +7.3% |
| 6M | +22.6% | -19.8% | +42.4% | +28.6% |
| YTD | +14.4% | -35.8% | +50.2% | +25.1% |
| 1Y | +39.4% | -31.8% | +71.2% | +48.2% |
| All | +39.4% | -31.5% | +70.9% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling