-10.9%
LVS vs GD
+180.8%
-191.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.7% |
| 7D | +6.7% | -1.9% | +8.6% | +7.7% |
| 30D | +13.8% | +10.9% | +2.9% | +6.7% |
| 3M | -9.5% | -6.8% | -2.7% | -6.0% |
| 6M | -22.0% | +7.0% | -29.0% | -25.9% |
| YTD | -35.7% | +11.1% | -46.8% | -40.8% |
| 1Y | -36.7% | +7.0% | -43.7% | -40.4% |
| 3Y | -8.8% | +59.9% | -68.8% | -34.9% |
| 5Y | +9.5% | +102.5% | -92.9% | -35.9% |
| 10Y | -10.9% | +174.0% | -184.9% | -61.5% |
| All | -10.9% | +180.8% | -191.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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