+143.8%
GOOGL vs LVS
-6.8%
+150.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.0% |
| 7D | -1.9% | -2.7% | +0.9% | -1.3% |
| 30D | -7.5% | -4.7% | -2.8% | -6.6% |
| 3M | -9.2% | -15.6% | +6.4% | -6.2% |
| 6M | +8.1% | -18.6% | +26.7% | +12.3% |
| YTD | +5.8% | -32.3% | +38.1% | +13.6% |
| 1Y | +38.3% | -18.0% | +56.4% | +42.1% |
| All | +143.8% | -6.8% | +150.6% | +133.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling