+4.4%
GOOGL vs LVS
-31.5%
+35.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.5% | -3.3% | +2.4% |
| 7D | -11.1% | +13.4% | -24.5% | -12.4% |
| 30D | -16.6% | +12.2% | -28.8% | -17.7% |
| 3M | -23.4% | -10.7% | -12.7% | -22.1% |
| 6M | -24.5% | -19.8% | -4.7% | -21.8% |
| YTD | -7.5% | -35.8% | +28.3% | -2.6% |
| 1Y | +4.4% | -31.8% | +36.2% | +8.4% |
| All | +4.4% | -31.5% | +35.9% | +8.4% |
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 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