-40.8%
BMNR vs LVS
-18.2%
-22.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.3% | -5.5% |
| 7D | +4.9% | -1.5% | +6.4% | +5.4% |
| 30D | +35.5% | -3.2% | +38.7% | +36.9% |
| 3M | +39.6% | -12.0% | +51.6% | +46.7% |
| 6M | +18.2% | -19.9% | +38.1% | +28.7% |
| YTD | -8.0% | -30.6% | +22.6% | +5.8% |
| 1Y | -40.8% | -17.7% | -23.1% | -32.5% |
| All | -40.8% | -18.2% | -22.6% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling