+7,494.6%
GOOGL vs LVS
+69.2%
+7,425.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -2.3% | -1.5% | -0.8% | -2.0% |
| 30D | -6.6% | -3.2% | -3.3% | -6.1% |
| 3M | -8.9% | -12.0% | +3.0% | -7.2% |
| 6M | +11.9% | -19.9% | +31.8% | +15.8% |
| YTD | +8.3% | -30.6% | +39.0% | +14.5% |
| 1Y | +46.2% | -17.7% | +64.0% | +49.6% |
| 3Y | +151.9% | -14.2% | +166.1% | +152.3% |
| 5Y | +137.7% | +9.6% | +128.1% | +122.8% |
| 10Y | +757.6% | +5.7% | +751.9% | +691.1% |
| All | +7,494.6% | +69.2% | +7,425.4% | +5,758.0% |
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