+188.9%
BKR vs LVS
+62.5%
+126.5%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.7% | -5.0% | -6.3% |
| 7D | -6.7% | -4.3% | -2.4% | -5.7% |
| 30D | -8.3% | -6.8% | -1.5% | -6.9% |
| 3M | -5.4% | -15.6% | +10.2% | -1.8% |
| 6M | +0.8% | -20.6% | +21.4% | +5.7% |
| YTD | +31.8% | -33.4% | +65.3% | +43.4% |
| 1Y | +28.6% | -20.1% | +48.7% | +33.4% |
| 3Y | +71.2% | -7.4% | +78.7% | +68.6% |
| 5Y | +179.2% | +8.5% | +170.7% | +153.3% |
| 10Y | +124.0% | -1.7% | +125.6% | +105.3% |
| All | +188.9% | +62.5% | +126.5% | +80.5% |
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