+1,014.3%
GS vs LVS
+56.6%
+957.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.2% | +11.1% | -14.3% | -5.8% |
| 30D | -2.4% | +14.7% | -17.1% | -5.8% |
| 3M | -15.7% | -10.9% | -4.8% | -13.4% |
| 6M | -6.8% | -22.3% | +15.6% | -1.1% |
| YTD | -0.1% | -35.8% | +35.8% | +10.6% |
| 1Y | +12.1% | -33.5% | +45.6% | +22.8% |
| 3Y | +185.8% | -11.7% | +197.5% | +184.6% |
| 5Y | +140.1% | +2.6% | +137.5% | +120.3% |
| 10Y | +505.2% | -11.9% | +517.1% | +459.5% |
| All | +1,014.3% | +56.6% | +957.7% | +617.3% |
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 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