+48.7%
LVS vs GPN
+590.6%
-541.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.1% |
| 7D | -2.7% | -6.2% | +3.5% | +0.6% |
| 30D | -4.7% | +1.0% | -5.7% | -5.5% |
| 3M | -15.6% | +36.9% | -52.5% | -29.5% |
| 6M | -18.6% | +16.8% | -35.4% | -26.8% |
| YTD | -32.3% | +13.2% | -45.5% | -39.0% |
| 1Y | -18.0% | +1.4% | -19.5% | -22.4% |
| 3Y | -5.8% | -28.6% | +22.8% | +2.5% |
| 5Y | +5.7% | -47.0% | +52.7% | +30.8% |
| 10Y | 0.0% | +25.2% | -25.1% | -30.8% |
| All | +48.7% | +590.6% | -541.8% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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