-16.3%
LVS vs GH
+467.1%
-483.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.7% |
| 7D | -3.5% | -2.5% | -1.0% | -3.1% |
| 30D | -6.2% | -4.7% | -1.6% | -5.6% |
| 3M | -14.8% | +20.2% | -35.1% | -17.8% |
| 6M | -20.9% | +78.8% | -99.6% | -28.9% |
| YTD | -33.0% | +54.1% | -87.1% | -38.7% |
| 1Y | -20.0% | +177.1% | -197.1% | -34.1% |
| 3Y | -6.9% | +371.6% | -378.5% | -33.9% |
| 5Y | +9.1% | +21.9% | -12.8% | -11.3% |
| All | -16.3% | +467.1% | -483.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling