+911.5%
BE vs LVS
-30.7%
+942.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +20.0% | -1.5% | +21.5% | +20.9% |
| 30D | +7.9% | -3.2% | +11.1% | +9.5% |
| 3M | -13.2% | -12.0% | -1.2% | -8.3% |
| 6M | +53.5% | -19.9% | +73.4% | +68.9% |
| YTD | +191.0% | -30.6% | +221.7% | +241.3% |
| 1Y | +360.5% | -17.7% | +378.3% | +386.0% |
| 3Y | +1,568.0% | -14.2% | +1,582.2% | +1,564.8% |
| 5Y | +1,055.2% | +9.6% | +1,045.6% | +828.9% |
| All | +911.5% | -30.7% | +942.1% | +1,266.5% |
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