-14.1%
LVS vs GH
+480.1%
-494.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | -3.9% | -4.5% | +0.5% | -3.3% |
| 3M | -12.9% | +28.9% | -41.8% | -16.9% |
| 6M | -16.9% | +76.5% | -93.5% | -25.3% |
| YTD | -31.2% | +57.6% | -88.9% | -37.2% |
| 1Y | -16.4% | +167.5% | -183.9% | -30.7% |
| 3Y | -4.4% | +377.4% | -381.8% | -32.3% |
| 5Y | +6.7% | +23.8% | -17.2% | -13.4% |
| All | -14.1% | +480.1% | -494.2% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling