+52.3%
LVS vs GAP
+94.5%
-42.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.5% | -4.5% | +3.0% | +0.1% |
| 30D | -3.2% | +9.0% | -12.3% | -6.7% |
| 3M | -12.0% | +5.0% | -17.0% | -14.2% |
| 6M | -19.9% | -17.8% | -2.1% | -16.1% |
| YTD | -30.6% | -10.4% | -20.2% | -30.0% |
| 1Y | -17.7% | -3.4% | -14.4% | -19.8% |
| 3Y | -14.2% | +111.5% | -125.7% | -46.3% |
| 5Y | +9.6% | +8.8% | +0.8% | -19.1% |
| 10Y | +5.7% | +32.9% | -27.2% | -48.6% |
| All | +52.3% | +94.5% | -42.2% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling