+48.7%
LVS vs GWW
+2,783.1%
-2,734.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -4.7% | -1.4% | -3.3% | -4.0% |
| 3M | -15.6% | -3.6% | -11.9% | -14.1% |
| 6M | -18.6% | +15.1% | -33.8% | -26.5% |
| YTD | -32.3% | +27.5% | -59.7% | -43.0% |
| 1Y | -18.0% | +29.6% | -47.6% | -32.0% |
| 3Y | -5.8% | +90.1% | -95.9% | -40.9% |
| 5Y | +5.7% | +222.6% | -216.9% | -56.5% |
| 10Y | 0.0% | +566.5% | -566.5% | -80.2% |
| All | +48.7% | +2,783.1% | -2,734.4% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling