-10.1%
BA vs LVS
-11.1%
+1.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +1.1% | +11.1% | -10.0% | -1.8% |
| 30D | -7.9% | +14.7% | -22.6% | -11.3% |
| 3M | -25.3% | -10.9% | -14.4% | -23.2% |
| 6M | -24.6% | -22.3% | -2.2% | -19.7% |
| YTD | -20.1% | -35.8% | +15.7% | -10.9% |
| 1Y | -11.8% | -33.5% | +21.7% | -2.8% |
| 3Y | -10.1% | -11.7% | +1.6% | -17.3% |
| All | -10.1% | -11.1% | +1.0% | -17.3% |
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