-9.4%
BITO vs LVS
+13.9%
-23.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.9% |
| 30D | +21.8% | -4.7% | +26.5% | +23.3% |
| 3M | +25.0% | -15.6% | +40.6% | +30.8% |
| 6M | +11.3% | -18.6% | +30.0% | +17.4% |
| YTD | -12.7% | -32.3% | +19.6% | -3.2% |
| 1Y | -32.3% | -18.0% | -14.3% | -29.6% |
| 3Y | +150.3% | -5.8% | +156.2% | +141.5% |
| All | -9.4% | +13.9% | -23.2% | -22.8% |
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