+122.0%
BAC vs LVS
+69.2%
+52.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.1% | -1.5% | +2.6% | +1.6% |
| 30D | -0.4% | -3.2% | +2.8% | +0.6% |
| 3M | +16.9% | -12.0% | +28.9% | +21.5% |
| 6M | +26.6% | -19.9% | +46.5% | +35.1% |
| YTD | +15.8% | -30.6% | +46.4% | +28.7% |
| 1Y | +27.2% | -17.7% | +44.9% | +32.5% |
| 3Y | +132.4% | -14.2% | +146.6% | +131.7% |
| 5Y | +72.6% | +9.6% | +62.9% | +48.1% |
| 10Y | +389.7% | +5.7% | +384.1% | +310.1% |
| All | +122.0% | +69.2% | +52.8% | +27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling