+6.4%
LVS vs GNRC
-58.7%
+65.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -6.2% | -15.7% | +9.5% | -3.2% |
| 3M | -14.8% | -27.3% | +12.5% | -10.2% |
| 6M | -20.9% | -12.1% | -8.8% | -20.8% |
| YTD | -33.0% | +37.1% | -70.2% | -39.8% |
| 1Y | -20.0% | -0.5% | -19.6% | -23.2% |
| 3Y | -6.9% | +61.5% | -68.4% | -21.9% |
| All | +6.4% | -58.7% | +65.1% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 5y: compounded portfolio wealth divided by compounded GNRC 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…
5y analysis · Full analysis span regression · 6 months rolling