+397.7%
BAC vs LVS
+0.3%
+397.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.0% |
| 7D | +0.6% | -2.7% | +3.3% | +1.6% |
| 30D | -1.4% | -4.7% | +3.3% | +0.2% |
| 3M | +15.7% | -15.6% | +31.3% | +22.2% |
| 6M | +32.2% | -18.6% | +50.8% | +40.8% |
| YTD | +15.8% | -32.3% | +48.0% | +30.5% |
| 1Y | +27.3% | -18.0% | +45.3% | +32.8% |
| 3Y | +137.5% | -5.8% | +143.3% | +127.2% |
| 5Y | +73.1% | +5.7% | +67.3% | +46.2% |
| 10Y | +397.7% | 0.0% | +397.7% | +332.3% |
| All | +397.7% | +0.3% | +397.5% | +332.3% |
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 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