+26.1%
BIL vs LVS
-10.5%
+36.6%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | 0.0% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +0.3% | +10.0% | -9.6% | +0.3% |
| 3M | +1.0% | -11.0% | +12.0% | +1.0% |
| 6M | +1.9% | -20.1% | +22.0% | +1.9% |
| YTD | +3.2% | -36.3% | +39.5% | +3.2% |
| 1Y | +3.7% | -36.8% | +40.5% | +3.7% |
| 3Y | +13.8% | -9.5% | +23.4% | +13.8% |
| 5Y | +20.3% | +9.3% | +11.0% | +20.3% |
| All | +26.1% | -10.5% | +36.6% | +26.1% |
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 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