+154.7%
GS vs LVS
+6.9%
+147.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | +5.1% | -3.9% | +9.0% | +6.1% |
| 30D | +2.4% | +7.1% | -4.6% | +0.7% |
| 3M | -11.5% | -13.2% | +1.7% | -8.7% |
| 6M | -2.5% | -22.8% | +20.3% | +3.1% |
| YTD | +5.5% | -38.0% | +43.5% | +16.8% |
| 1Y | +11.0% | -39.5% | +50.5% | +23.7% |
| 3Y | +200.1% | -12.2% | +212.2% | +194.4% |
| 5Y | +154.7% | +6.4% | +148.3% | +133.7% |
| All | +154.7% | +6.9% | +147.8% | +133.7% |
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