+60.7%
BMY vs LVS
0.0%
+60.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.4% |
| 30D | -0.1% | -6.2% | +6.1% | +0.6% |
| 3M | +13.1% | -14.8% | +27.9% | +15.1% |
| 6M | +8.4% | -20.9% | +29.3% | +11.1% |
| YTD | +22.0% | -33.0% | +55.0% | +27.2% |
| 1Y | +40.3% | -20.0% | +60.3% | +42.9% |
| 3Y | +20.5% | -6.9% | +27.4% | +19.3% |
| 5Y | +23.7% | +9.1% | +14.6% | +16.8% |
| All | +60.7% | 0.0% | +60.7% | +48.4% |
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