+3.1%
LVS vs GLXY
+2.7%
+0.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.5% |
| 7D | -4.3% | -8.9% | +4.7% | -3.8% |
| 30D | -6.8% | +19.9% | -26.7% | -7.9% |
| 3M | -15.6% | -20.0% | +4.3% | -15.0% |
| 6M | -20.6% | +10.5% | -31.1% | -21.9% |
| YTD | -33.4% | +7.9% | -41.3% | -34.7% |
| 1Y | -20.1% | -7.5% | -12.7% | -20.1% |
| All | +3.1% | +2.7% | +0.4% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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