+52.3%
LVS vs GRMN
+1,733.8%
-1,681.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -1.5% | -2.9% | +1.4% | -0.1% |
| 30D | -3.2% | -8.4% | +5.2% | +0.8% |
| 3M | -12.0% | +15.0% | -27.0% | -19.0% |
| 6M | -19.9% | +11.2% | -31.1% | -25.4% |
| YTD | -30.6% | +37.7% | -68.3% | -42.2% |
| 1Y | -17.7% | +18.5% | -36.2% | -26.8% |
| 3Y | -14.2% | +175.8% | -190.0% | -53.3% |
| 5Y | +9.6% | +75.1% | -65.5% | -25.6% |
| 10Y | +5.7% | +637.0% | -631.4% | -66.6% |
| All | +52.3% | +1,733.8% | -1,681.6% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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