+223.1%
BMNR vs LVS
+6.6%
+216.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.5% |
| 7D | +0.2% | -3.5% | +3.7% | -0.1% |
| 30D | +39.9% | -6.2% | +46.1% | +39.1% |
| 3M | +51.5% | -14.8% | +66.3% | +48.7% |
| 6M | +18.9% | -20.9% | +39.8% | +15.1% |
| YTD | -7.8% | -33.0% | +25.2% | -19.5% |
| 1Y | -47.6% | -20.0% | -27.6% | -48.3% |
| All | +223.1% | +6.6% | +216.4% | +1,999.1% |
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