+39.7%
LVS vs GAP
+84.0%
-44.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +3.0% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | +10.0% | -7.1% | +17.1% | +12.7% |
| 3M | -11.0% | +4.1% | -15.1% | -13.1% |
| 6M | -20.1% | +1.9% | -22.1% | -22.4% |
| YTD | -36.3% | -15.2% | -21.1% | -34.8% |
| 1Y | -36.8% | -10.6% | -26.2% | -36.7% |
| 3Y | -9.5% | +74.6% | -84.1% | -38.7% |
| 5Y | +9.3% | +3.7% | +5.6% | -17.9% |
| 10Y | -11.0% | +2.4% | -13.4% | -49.3% |
| All | +39.7% | +84.0% | -44.3% | -58.0% |
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 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