+7,492.3%
GOOGL vs LVS
+67.7%
+7,424.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | +1.1% | +0.3% | +0.7% | +1.0% |
| 30D | -4.4% | -3.9% | -0.5% | -3.8% |
| 3M | -6.8% | -12.9% | +6.0% | -4.8% |
| 6M | +13.6% | -16.9% | +30.5% | +16.9% |
| YTD | +8.3% | -31.2% | +39.6% | +14.6% |
| 1Y | +44.9% | -16.4% | +61.4% | +47.9% |
| 3Y | +150.5% | -4.4% | +154.9% | +146.5% |
| 5Y | +137.7% | +6.7% | +131.1% | +123.8% |
| 10Y | +750.9% | +1.4% | +749.5% | +689.7% |
| All | +7,492.3% | +67.7% | +7,424.6% | +5,765.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling