+5.0%
LVS vs GH
+45.9%
-41.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +3.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +10.0% | -6.9% | +16.9% | +10.9% |
| 3M | -11.0% | -4.9% | -6.1% | -10.9% |
| 6M | -20.1% | +54.1% | -74.2% | -27.4% |
| YTD | -36.3% | +48.5% | -84.9% | -42.2% |
| 1Y | -36.8% | +61.2% | -98.0% | -43.6% |
| 3Y | -9.5% | +570.3% | -579.9% | -43.6% |
| All | +5.0% | +45.9% | -41.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling