+5.0%
LVS vs GAP
+2.1%
+2.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.9% |
| 7D | -0.8% | -1.9% | +1.1% | -0.5% |
| 30D | +10.0% | -7.1% | +17.1% | +11.6% |
| 3M | -11.0% | +4.1% | -15.1% | -12.1% |
| 6M | -20.1% | +1.9% | -22.1% | -21.3% |
| YTD | -36.3% | -15.2% | -21.1% | -35.2% |
| 1Y | -36.8% | -10.6% | -26.2% | -36.5% |
| 3Y | -9.5% | +74.6% | -84.1% | -26.3% |
| All | +5.0% | +2.1% | +2.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling