+6,536.7%
GOOGL vs LVS
+55.3%
+6,481.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.4% |
| 7D | +3.9% | -0.8% | +4.7% | +4.0% |
| 30D | -14.9% | +10.0% | -24.9% | -16.4% |
| 3M | -14.6% | -11.0% | -3.5% | -13.0% |
| 6M | -26.4% | -20.1% | -6.3% | -23.9% |
| YTD | -5.3% | -36.3% | +31.0% | +1.4% |
| 1Y | +6.5% | -36.8% | +43.3% | +14.1% |
| 3Y | +126.0% | -9.5% | +135.6% | +124.2% |
| 5Y | +100.8% | +9.3% | +91.5% | +88.7% |
| 10Y | +673.8% | -11.0% | +684.7% | +631.8% |
| All | +6,536.7% | +55.3% | +6,481.4% | +5,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling