+755.6%
GOOGL vs LVS
0.0%
+755.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.2% | +1.6% |
| 7D | 0.0% | -3.5% | +3.5% | +1.0% |
| 30D | -1.4% | -6.2% | +4.8% | +0.3% |
| 3M | -5.3% | -14.8% | +9.5% | -1.3% |
| 6M | +9.8% | -20.9% | +30.6% | +16.6% |
| YTD | +8.4% | -33.0% | +41.4% | +19.9% |
| 1Y | +41.2% | -20.0% | +61.2% | +47.5% |
| 3Y | +149.6% | -6.9% | +156.5% | +142.2% |
| 5Y | +142.6% | +9.1% | +133.5% | +111.7% |
| All | +755.6% | 0.0% | +755.5% | +638.1% |
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