-11.6%
LVS vs GD
+190.6%
-202.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | +11.1% | -5.0% | +16.0% | +14.2% |
| 30D | +14.7% | +8.9% | +5.7% | +8.7% |
| 3M | -10.9% | -8.0% | -2.9% | -6.8% |
| 6M | -22.3% | +2.9% | -25.2% | -24.5% |
| YTD | -35.8% | +7.1% | -42.9% | -39.6% |
| 1Y | -33.5% | +5.9% | -39.4% | -37.0% |
| 3Y | -11.7% | +53.9% | -65.6% | -35.2% |
| 5Y | +2.6% | +95.4% | -92.8% | -38.3% |
| All | -11.6% | +190.6% | -202.1% | -53.1% |
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