+1,003.0%
BE vs LVS
-33.1%
+1,036.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.5% | +6.1% | +6.4% |
| 7D | +9.0% | -3.5% | +12.5% | +11.0% |
| 30D | +16.3% | -6.2% | +22.5% | +19.8% |
| 3M | +10.8% | -14.8% | +25.6% | +19.0% |
| 6M | +73.2% | -20.9% | +94.1% | +91.1% |
| YTD | +217.4% | -33.0% | +250.4% | +278.8% |
| 1Y | +309.8% | -20.0% | +329.8% | +338.5% |
| 3Y | +1,726.2% | -6.9% | +1,733.1% | +1,641.1% |
| 5Y | +1,306.2% | +9.1% | +1,297.1% | +1,030.7% |
| All | +1,003.0% | -33.1% | +1,036.1% | +1,416.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling