-9.9%
LVS vs GD
+59.8%
-69.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +12.2% | +9.5% | +2.7% | +8.2% |
| 3M | -11.3% | -5.8% | -5.4% | -9.5% |
| 6M | -21.6% | +7.7% | -29.3% | -24.3% |
| YTD | -36.6% | +11.1% | -47.6% | -39.8% |
| 1Y | -38.4% | +6.1% | -44.5% | -40.2% |
| All | -9.9% | +59.8% | -69.7% | -33.6% |
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