+36.1%
LVS vs GEN
+196.4%
-160.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -1.0% |
| 7D | -3.9% | -3.0% | -0.9% | -2.8% |
| 30D | +7.1% | +24.7% | -17.6% | -2.6% |
| 3M | -13.2% | +4.1% | -17.3% | -16.0% |
| 6M | -22.8% | +36.0% | -58.8% | -33.6% |
| YTD | -38.0% | +10.9% | -48.9% | -42.7% |
| 1Y | -39.5% | +12.2% | -51.6% | -44.4% |
| 3Y | -12.2% | +63.3% | -75.5% | -32.8% |
| 5Y | +6.4% | +29.0% | -22.6% | -13.9% |
| 10Y | -13.3% | +147.5% | -160.8% | -56.4% |
| All | +36.1% | +196.4% | -160.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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