-1.5%
LVS vs GLXY
-38.8%
+37.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.3% | +8.0% | +2.9% |
| 7D | -0.8% | +5.3% | -6.1% | -1.1% |
| 30D | +10.0% | -19.8% | +29.8% | +10.5% |
| 3M | -11.0% | -31.4% | +20.3% | -10.2% |
| 6M | -20.1% | -53.3% | +33.2% | -18.1% |
| YTD | -36.3% | -35.7% | -0.7% | -36.4% |
| 1Y | -36.8% | -47.2% | +10.4% | -36.4% |
| All | -1.5% | -38.8% | +37.3% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling