-3.3%
LVS vs GWRE
+131.0%
-134.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -3.5% | -13.2% | +9.8% | +0.1% |
| 30D | -6.2% | -18.6% | +12.3% | -2.3% |
| 3M | -14.8% | +18.9% | -33.7% | -21.1% |
| 6M | -20.9% | -11.0% | -9.9% | -21.5% |
| YTD | -33.0% | -29.9% | -3.2% | -29.1% |
| 1Y | -20.0% | -44.3% | +24.3% | -9.5% |
| 3Y | -6.9% | +51.7% | -58.6% | -30.0% |
| 5Y | +9.1% | +15.4% | -6.4% | -12.1% |
| All | -3.3% | +131.0% | -134.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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