+2,216.4%
BLK vs LVS
+63.3%
+2,153.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -3.3% | -3.5% | +0.2% | -2.6% |
| 30D | -6.5% | -6.2% | -0.3% | -5.3% |
| 3M | +6.7% | -14.8% | +21.6% | +10.3% |
| 6M | +14.7% | -20.9% | +35.6% | +20.2% |
| YTD | +2.5% | -33.0% | +35.6% | +11.0% |
| 1Y | -2.8% | -20.0% | +17.2% | +0.7% |
| 3Y | +65.9% | -6.9% | +72.8% | +63.6% |
| 5Y | +33.0% | +9.1% | +23.9% | +22.1% |
| 10Y | +281.2% | -1.1% | +282.3% | +245.2% |
| All | +2,216.4% | +63.3% | +2,153.1% | +1,553.2% |
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 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