+478.5%
GS vs LVS
-12.6%
+491.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.0% | +5.1% |
| 7D | +0.8% | +5.2% | -4.3% | -0.9% |
| 30D | +1.2% | +12.0% | -10.8% | -2.7% |
| 3M | -12.4% | -11.5% | -0.9% | -9.0% |
| 6M | -2.3% | -23.2% | +20.9% | +5.9% |
| YTD | +4.6% | -36.7% | +41.3% | +20.2% |
| 1Y | +17.5% | -36.8% | +54.3% | +35.0% |
| 3Y | +202.0% | -10.5% | +212.6% | +195.0% |
| 5Y | +152.4% | +5.1% | +147.3% | +115.8% |
| 10Y | +478.5% | -14.0% | +492.5% | +434.3% |
| All | +478.5% | -12.6% | +491.1% | +434.3% |
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