+101.1%
GOOGL vs LVS
+8.6%
+92.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.6% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -14.9% | +10.0% | -24.9% | -16.9% |
| 3M | -14.6% | -11.0% | -3.5% | -12.4% |
| 6M | -26.4% | -20.1% | -6.3% | -22.9% |
| YTD | -5.3% | -36.3% | +31.0% | +4.1% |
| 1Y | +6.5% | -36.8% | +43.3% | +17.2% |
| 3Y | +126.0% | -9.5% | +135.6% | +120.1% |
| All | +101.1% | +8.6% | +92.5% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling