+79.5%
BAC vs LVS
+56.9%
+22.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +2.1% | +6.7% | -4.6% | -0.1% |
| 30D | -6.7% | +13.8% | -20.5% | -10.7% |
| 3M | -20.2% | -9.5% | -10.8% | -17.8% |
| 6M | -0.2% | -22.0% | +21.8% | +7.5% |
| YTD | -6.4% | -35.7% | +29.3% | +6.4% |
| 1Y | -3.1% | -36.7% | +33.6% | +10.6% |
| 3Y | +96.7% | -8.8% | +105.6% | +92.1% |
| 5Y | +21.3% | +9.5% | +11.7% | +4.6% |
| 10Y | +237.7% | -10.9% | +248.6% | +198.8% |
| All | +79.5% | +56.9% | +22.6% | +5.7% |
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 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