+478.7%
BA vs LVS
+69.2%
+409.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +1.2% | -1.5% | +2.6% | +1.5% |
| 30D | -11.6% | -3.2% | -8.4% | -11.1% |
| 3M | -2.4% | -12.0% | +9.6% | +0.1% |
| 6M | -6.6% | -19.9% | +13.3% | -2.5% |
| YTD | -2.2% | -30.6% | +28.4% | +4.9% |
| 1Y | -8.0% | -17.7% | +9.7% | -5.3% |
| 3Y | -5.0% | -14.2% | +9.2% | -4.5% |
| 5Y | -2.7% | +9.6% | -12.3% | -9.1% |
| 10Y | +75.9% | +5.7% | +70.2% | +68.1% |
| All | +478.7% | +69.2% | +409.4% | +355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling