-3.3%
LVS vs GME
+285.6%
-288.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -3.5% | +10.4% | -13.9% | -3.8% |
| 30D | -6.2% | +14.1% | -20.3% | -6.7% |
| 3M | -14.8% | -4.6% | -10.2% | -14.7% |
| 6M | -20.9% | -13.5% | -7.3% | -20.5% |
| YTD | -33.0% | +5.3% | -38.4% | -33.2% |
| 1Y | -20.0% | -14.9% | -5.1% | -19.7% |
| 3Y | -6.9% | +24.3% | -31.2% | -11.6% |
| 5Y | +9.1% | -55.6% | +64.7% | +4.9% |
| All | -3.3% | +285.6% | -288.9% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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