+231.1%
GM vs LVS
0.0%
+231.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -2.4% | -3.5% | +1.0% | -1.0% |
| 30D | -1.1% | -6.2% | +5.1% | +1.4% |
| 3M | +6.1% | -14.8% | +21.0% | +13.0% |
| 6M | +15.0% | -20.9% | +35.8% | +25.7% |
| YTD | +6.0% | -33.0% | +39.0% | +23.1% |
| 1Y | +47.1% | -20.0% | +67.1% | +56.6% |
| 3Y | +170.5% | -6.9% | +177.4% | +158.9% |
| 5Y | +80.5% | +9.1% | +71.4% | +48.0% |
| All | +231.1% | 0.0% | +231.1% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling