+18.6%
LVS vs GGLL
+195.8%
-177.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.8% | -1.7% |
| 7D | +5.2% | +6.3% | -1.2% | +4.4% |
| 30D | +12.0% | -35.1% | +47.1% | +17.5% |
| 3M | -11.5% | -37.7% | +26.2% | -6.8% |
| 6M | -23.2% | -54.1% | +30.9% | -16.3% |
| YTD | -36.7% | -29.4% | -7.2% | -36.0% |
| 1Y | -36.8% | -13.4% | -23.4% | -38.5% |
| 3Y | -10.5% | +158.3% | -168.9% | -31.5% |
| All | +18.6% | +195.8% | -177.2% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling