-3.3%
LVS vs GAP
+31.2%
-34.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | -0.1% |
| 7D | -3.5% | -4.1% | +0.6% | -2.5% |
| 30D | -6.2% | +6.2% | -12.5% | -7.8% |
| 3M | -14.8% | -0.7% | -14.1% | -15.1% |
| 6M | -20.9% | -7.1% | -13.7% | -20.4% |
| YTD | -33.0% | -14.1% | -19.0% | -31.8% |
| 1Y | -20.0% | -8.5% | -11.5% | -20.1% |
| 3Y | -6.9% | +115.4% | -122.3% | -31.0% |
| 5Y | +9.1% | +9.8% | -0.7% | -9.5% |
| All | -3.3% | +31.2% | -34.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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