-7.4%
LVS vs GWW
+88.4%
-95.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -4.3% | -3.1% | -1.1% | -3.1% |
| 30D | -6.8% | -2.3% | -4.5% | -6.1% |
| 3M | -15.6% | -3.3% | -12.3% | -14.8% |
| 6M | -20.6% | +15.4% | -36.0% | -25.7% |
| YTD | -33.4% | +26.7% | -60.2% | -40.3% |
| 1Y | -20.1% | +29.0% | -49.1% | -29.1% |
| All | -7.4% | +88.4% | -95.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 3y: compounded portfolio wealth divided by compounded GWW 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…
3y analysis · Full analysis span regression · 6 months rolling