+27.3%
BAC vs LVS
-17.6%
+44.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +0.6% | -2.7% | +3.3% | +0.9% |
| 30D | -1.4% | -4.7% | +3.3% | -0.9% |
| 3M | +15.7% | -15.6% | +31.3% | +17.7% |
| 6M | +32.2% | -18.6% | +50.8% | +34.9% |
| YTD | +15.8% | -32.3% | +48.0% | +19.8% |
| 1Y | +27.3% | -18.0% | +45.3% | +27.2% |
| All | +27.3% | -17.6% | +44.9% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling