+72.9%
BAC vs LVS
+4.5%
+68.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | -0.7% | -3.9% | +3.2% | +0.1% |
| 3M | +16.9% | -12.9% | +29.8% | +20.2% |
| 6M | +29.6% | -16.9% | +46.5% | +34.3% |
| YTD | +15.3% | -31.2% | +46.5% | +24.0% |
| 1Y | +28.8% | -16.4% | +45.2% | +31.9% |
| 3Y | +136.4% | -4.4% | +140.8% | +128.6% |
| 5Y | +72.9% | +6.7% | +66.3% | +62.9% |
| All | +72.9% | +4.5% | +68.4% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling