-10.4%
LVS vs GD
+68.4%
-78.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | -1.5% | -5.3% | +3.8% | +0.4% |
| 30D | -3.2% | -6.4% | +3.2% | -1.0% |
| 3M | -12.0% | +5.7% | -17.7% | -14.0% |
| 6M | -19.9% | -0.9% | -18.9% | -19.7% |
| YTD | -30.6% | +8.2% | -38.8% | -33.1% |
| 1Y | -17.7% | +13.4% | -31.2% | -22.3% |
| All | -10.4% | +68.4% | -78.8% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling