+275.1%
BLK vs LVS
0.0%
+275.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.3% | -3.5% | +0.2% | -2.3% |
| 30D | -6.5% | -6.2% | -0.3% | -4.9% |
| 3M | +6.7% | -14.8% | +21.6% | +11.5% |
| 6M | +14.7% | -20.9% | +35.6% | +21.9% |
| YTD | +2.5% | -33.0% | +35.6% | +13.7% |
| 1Y | -2.8% | -20.0% | +17.2% | +1.7% |
| 3Y | +65.9% | -6.9% | +72.8% | +61.3% |
| 5Y | +33.0% | +9.1% | +23.9% | +16.5% |
| All | +275.1% | 0.0% | +275.1% | +235.2% |
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