+50.9%
LVS vs GME
+952.8%
-901.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.8% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | -3.9% | -1.4% | -2.5% | -3.8% |
| 3M | -12.9% | -15.1% | +2.3% | -11.7% |
| 6M | -16.9% | -22.5% | +5.5% | -15.2% |
| YTD | -31.2% | -5.9% | -25.3% | -31.0% |
| 1Y | -16.4% | -18.6% | +2.2% | -15.1% |
| 3Y | -4.4% | +6.7% | -11.1% | -16.4% |
| 5Y | +6.7% | -62.0% | +68.7% | -2.4% |
| 10Y | +1.4% | +239.5% | -238.0% | -72.6% |
| All | +50.9% | +952.8% | -901.8% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling