+20.2%
LVS vs GGLL
+188.6%
-168.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.6% |
| 7D | +11.1% | +3.1% | +8.0% | +10.6% |
| 30D | +14.7% | -36.3% | +51.0% | +20.6% |
| 3M | -10.9% | -40.4% | +29.4% | -5.7% |
| 6M | -22.3% | -54.6% | +32.3% | -15.3% |
| YTD | -35.8% | -31.1% | -4.7% | -34.9% |
| 1Y | -33.5% | -19.2% | -14.3% | -34.6% |
| 3Y | -11.7% | +151.5% | -163.2% | -32.1% |
| All | +20.2% | +188.6% | -168.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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