+52.3%
LVS vs GD
+975.0%
-922.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +1.1% |
| 7D | -1.5% | -5.3% | +3.8% | +2.7% |
| 30D | -3.2% | -6.4% | +3.2% | +1.7% |
| 3M | -12.0% | +5.7% | -17.7% | -16.4% |
| 6M | -19.9% | -0.9% | -18.9% | -20.7% |
| YTD | -30.6% | +8.2% | -38.8% | -36.3% |
| 1Y | -17.7% | +13.4% | -31.2% | -27.5% |
| 3Y | -14.2% | +68.5% | -82.7% | -47.0% |
| 5Y | +9.6% | +97.2% | -87.5% | -42.6% |
| 10Y | +5.7% | +190.2% | -184.5% | -63.2% |
| All | +52.3% | +975.0% | -922.8% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling