+52.3%
LVS vs GSK
+209.1%
-156.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.8% |
| 7D | -1.5% | -1.8% | +0.3% | -0.4% |
| 30D | -3.2% | -2.2% | -1.1% | -2.1% |
| 3M | -12.0% | -1.8% | -10.2% | -11.5% |
| 6M | -19.9% | -10.6% | -9.3% | -15.4% |
| YTD | -30.6% | +4.4% | -35.1% | -33.6% |
| 1Y | -17.7% | +30.4% | -48.2% | -31.7% |
| 3Y | -14.2% | +60.1% | -74.3% | -40.1% |
| 5Y | +9.6% | +46.8% | -37.2% | -22.1% |
| 10Y | +5.7% | +79.2% | -73.6% | -38.0% |
| All | +52.3% | +209.1% | -156.8% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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