+29.9%
LVS vs GGLL
+328.7%
-298.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | 0.0% |
| 7D | -1.5% | -4.8% | +3.3% | -0.9% |
| 30D | -3.2% | -13.7% | +10.5% | -1.4% |
| 3M | -12.0% | -21.9% | +9.9% | -9.8% |
| 6M | -19.9% | +11.7% | -31.6% | -22.9% |
| YTD | -30.6% | +2.3% | -32.9% | -32.6% |
| 1Y | -17.7% | +76.2% | -93.9% | -27.3% |
| 3Y | -14.2% | +245.0% | -259.2% | -36.1% |
| All | +29.9% | +328.7% | -298.8% | -8.0% |
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