+96.7%
BAC vs LVS
-7.4%
+104.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +2.1% | +6.7% | -4.6% | +0.7% |
| 30D | -6.7% | +13.8% | -20.5% | -9.2% |
| 3M | -20.2% | -9.5% | -10.8% | -18.8% |
| 6M | -0.2% | -22.0% | +21.8% | +4.5% |
| YTD | -6.4% | -35.7% | +29.3% | +1.6% |
| 1Y | -3.1% | -36.7% | +33.6% | +5.4% |
| 3Y | +96.7% | -8.8% | +105.6% | +85.7% |
| All | +96.7% | -7.4% | +104.2% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling