+13.1%
LVS vs GTLB
-50.1%
+63.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -3.5% | -5.7% | +2.2% | -2.7% |
| 30D | -6.2% | +15.1% | -21.4% | -8.4% |
| 3M | -14.8% | +65.5% | -80.3% | -21.6% |
| 6M | -20.9% | +102.9% | -123.8% | -30.0% |
| YTD | -33.0% | +25.2% | -58.3% | -36.5% |
| 1Y | -20.0% | -5.5% | -14.5% | -21.1% |
| 3Y | -6.9% | -10.9% | +4.0% | -12.0% |
| All | +13.1% | -50.1% | +63.2% | -7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling