+55.3%
BE vs LVS
-31.5%
+86.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.5% | -12.8% | -6.8% |
| 7D | -12.1% | +13.4% | -25.5% | -13.3% |
| 30D | -30.1% | +12.2% | -42.3% | -30.9% |
| 3M | -12.1% | -10.7% | -1.4% | -11.0% |
| 6M | -30.6% | -19.8% | -10.7% | -28.3% |
| YTD | +130.6% | -35.8% | +166.4% | +147.5% |
| 1Y | +55.3% | -31.8% | +87.1% | +58.6% |
| All | +55.3% | -31.5% | +86.8% | +58.6% |
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