+448.8%
GS vs LVS
-10.8%
+459.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | +1.6% | +6.7% | -5.1% | -0.7% |
| 30D | +1.7% | +13.8% | -12.1% | -2.8% |
| 3M | -11.6% | -9.5% | -2.1% | -8.8% |
| 6M | -1.9% | -22.0% | +20.1% | +5.9% |
| YTD | +5.1% | -35.7% | +40.7% | +20.1% |
| 1Y | +16.4% | -36.7% | +53.1% | +33.7% |
| 3Y | +199.0% | -8.8% | +207.8% | +190.1% |
| 5Y | +157.4% | +9.5% | +147.9% | +116.3% |
| All | +448.8% | -10.8% | +459.6% | +402.2% |
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