-10.6%
BITO vs LVS
+12.6%
-23.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | -3.4% | -3.5% | 0.0% | -2.5% |
| 30D | +21.4% | -6.2% | +27.7% | +23.5% |
| 3M | +20.5% | -14.8% | +35.3% | +25.8% |
| 6M | +7.4% | -20.9% | +28.2% | +14.1% |
| YTD | -13.9% | -33.0% | +19.2% | -4.2% |
| 1Y | -35.1% | -20.0% | -15.0% | -31.9% |
| 3Y | +156.8% | -6.9% | +163.8% | +148.6% |
| All | -10.6% | +12.6% | -23.1% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling