+668.0%
BE vs LVS
-36.4%
+704.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.7% | -7.6% | -6.2% |
| 7D | +10.8% | -0.8% | +11.7% | +11.0% |
| 30D | -19.8% | +10.0% | -29.8% | -24.1% |
| 3M | -18.7% | -11.0% | -7.7% | -14.7% |
| 6M | -33.7% | -20.1% | -13.6% | -27.5% |
| YTD | +121.0% | -36.3% | +157.3% | +168.2% |
| 1Y | +85.4% | -36.8% | +122.2% | +125.6% |
| 3Y | +1,709.5% | -9.5% | +1,719.1% | +1,629.0% |
| 5Y | +462.2% | +9.3% | +452.9% | +348.1% |
| All | +668.0% | -36.4% | +704.3% | +974.1% |
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