-0.9%
BA vs LVS
+8.8%
-9.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | -1.5% | +2.6% | +1.7% |
| 30D | -11.6% | -3.2% | -8.4% | -10.7% |
| 3M | -2.4% | -12.0% | +9.6% | +1.6% |
| 6M | -6.6% | -19.9% | +13.3% | 0.0% |
| YTD | -2.2% | -30.6% | +28.4% | +9.4% |
| 1Y | -8.0% | -17.7% | +9.7% | -4.1% |
| 3Y | -5.0% | -14.2% | +9.2% | -6.2% |
| All | -0.9% | +8.8% | -9.8% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling