+136.0%
GOOG vs LVS
+8.6%
+127.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | 0.0% | -3.5% | +3.5% | +0.8% |
| 30D | -2.0% | -6.2% | +4.3% | -0.6% |
| 3M | -5.9% | -14.8% | +9.0% | -2.6% |
| 6M | +8.9% | -20.9% | +29.8% | +14.4% |
| YTD | +7.1% | -33.0% | +40.2% | +16.3% |
| 1Y | +39.7% | -20.0% | +59.7% | +44.8% |
| 3Y | +145.8% | -6.9% | +152.8% | +138.8% |
| All | +136.0% | +8.6% | +127.4% | +110.3% |
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