-10.6%
BA vs LVS
-31.5%
+20.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +1.1% |
| 7D | +5.9% | +13.4% | -7.5% | +3.9% |
| 30D | -8.2% | +12.2% | -20.3% | -9.8% |
| 3M | -25.4% | -10.7% | -14.6% | -24.6% |
| 6M | -20.0% | -19.8% | -0.2% | -18.1% |
| YTD | -18.5% | -35.8% | +17.3% | -15.4% |
| 1Y | -10.6% | -31.8% | +21.2% | -6.5% |
| All | -10.6% | -31.5% | +20.9% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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