-31.8%
LVS vs GTLB
+6.1%
-37.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +13.4% | -9.7% | +23.1% | +14.3% |
| 30D | +12.2% | +1.7% | +10.5% | +11.8% |
| 3M | -10.7% | +43.6% | -54.3% | -14.3% |
| 6M | -19.8% | +113.0% | -132.8% | -26.8% |
| YTD | -35.8% | +39.5% | -75.3% | -37.9% |
| 1Y | -31.8% | +12.6% | -44.4% | -32.1% |
| All | -31.8% | +6.1% | -37.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling