+214.5%
BAC vs LVS
-12.8%
+227.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.5% |
| 7D | +1.5% | -3.9% | +5.4% | +2.9% |
| 30D | -6.4% | +7.1% | -13.4% | -8.7% |
| 3M | -21.7% | -13.2% | -8.5% | -18.0% |
| 6M | +0.5% | -22.8% | +23.3% | +9.0% |
| YTD | -6.7% | -38.0% | +31.3% | +8.3% |
| 1Y | -4.7% | -39.5% | +34.8% | +11.5% |
| 3Y | +96.1% | -12.2% | +108.3% | +91.8% |
| 5Y | +21.7% | +6.4% | +15.3% | +1.9% |
| All | +214.5% | -12.8% | +227.3% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling