-16.2%
BA vs LVS
-9.1%
-7.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.7% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -7.1% | +10.0% | -17.1% | -9.5% |
| 3M | -25.5% | -11.0% | -14.5% | -23.4% |
| 6M | -28.7% | -20.1% | -8.6% | -24.7% |
| YTD | -21.0% | -36.3% | +15.3% | -11.7% |
| 1Y | -11.9% | -36.8% | +25.0% | -1.3% |
| 3Y | -16.2% | -9.5% | -6.6% | -23.1% |
| All | -16.2% | -9.1% | -7.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling