+24.3%
BMY vs LVS
+8.6%
+15.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -4.8% | -3.5% | -1.3% | -4.6% |
| 30D | -0.1% | -6.2% | +6.1% | +0.3% |
| 3M | +13.1% | -14.8% | +27.9% | +14.1% |
| 6M | +8.4% | -20.9% | +29.3% | +9.8% |
| YTD | +22.0% | -33.0% | +55.0% | +24.5% |
| 1Y | +40.3% | -20.0% | +60.3% | +41.7% |
| 3Y | +20.5% | -6.9% | +27.4% | +19.8% |
| All | +24.3% | +8.6% | +15.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling