-11.0%
BA vs LVS
-36.4%
+25.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | 0.0% | +6.7% | -6.7% | -1.1% |
| 30D | -8.9% | +13.8% | -22.7% | -10.8% |
| 3M | -25.5% | -9.5% | -16.0% | -24.8% |
| 6M | -27.0% | -22.0% | -4.9% | -24.7% |
| YTD | -20.1% | -35.7% | +15.5% | -16.0% |
| 1Y | -11.0% | -36.7% | +25.7% | -6.2% |
| All | -11.0% | -36.4% | +25.4% | -6.2% |
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