+71.2%
BKR vs LVS
-7.9%
+79.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -7.0% | -3.5% | -3.5% | -6.3% |
| 30D | -8.1% | -6.2% | -1.9% | -6.9% |
| 3M | -6.6% | -14.8% | +8.2% | -3.4% |
| 6M | +0.9% | -20.9% | +21.7% | +5.6% |
| YTD | +31.1% | -33.0% | +64.1% | +42.6% |
| 1Y | +27.7% | -20.0% | +47.7% | +31.5% |
| 3Y | +71.2% | -6.9% | +78.1% | +58.5% |
| All | +71.2% | -7.9% | +79.1% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling