-47.6%
BMNR vs LVS
-19.9%
-27.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.2% |
| 7D | +0.2% | -3.5% | +3.7% | +1.6% |
| 30D | +39.9% | -6.2% | +46.1% | +43.1% |
| 3M | +51.5% | -14.8% | +66.3% | +61.1% |
| 6M | +18.9% | -20.9% | +39.8% | +29.9% |
| YTD | -7.8% | -33.0% | +25.2% | +7.4% |
| 1Y | -47.6% | -20.0% | -27.6% | -38.8% |
| All | -47.6% | -19.9% | -27.7% | -38.8% |
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