+9.4%
LVS vs GD
+102.9%
-93.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 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% | -40.4% |
| 3Y | -10.2% | +59.8% | -70.0% | -27.9% |
| 5Y | +9.4% | +104.6% | -95.2% | -32.6% |
| All | +9.4% | +102.9% | -93.5% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling