-20.1%
LVS vs GH
+53.0%
-73.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.0% | +4.7% | +2.6% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +10.0% | -6.9% | +16.9% | +9.5% |
| 3M | -11.0% | -4.9% | -6.1% | -11.3% |
| 6M | -20.1% | +54.1% | -74.2% | -21.8% |
| All | -20.1% | +53.0% | -73.2% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling