+7,303.1%
GOOG vs LVS
+65.2%
+7,237.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -1.6% | -2.7% | +1.2% | -1.1% |
| 30D | -7.7% | -4.7% | -3.0% | -6.9% |
| 3M | -9.3% | -15.6% | +6.3% | -6.8% |
| 6M | +7.4% | -18.6% | +26.1% | +10.9% |
| YTD | +4.9% | -32.3% | +37.1% | +11.3% |
| 1Y | +37.2% | -18.0% | +55.2% | +40.5% |
| 3Y | +141.6% | -5.8% | +147.5% | +138.4% |
| 5Y | +128.8% | +5.7% | +123.0% | +115.7% |
| 10Y | +772.7% | 0.0% | +772.7% | +711.5% |
| All | +7,303.1% | +65.2% | +7,237.9% | +5,631.4% |
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 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