+494.7%
BMY vs LVS
+67.7%
+427.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -3.3% | +0.3% | -3.7% | -3.4% |
| 30D | 0.0% | -3.9% | +3.9% | +0.3% |
| 3M | +17.7% | -12.9% | +30.6% | +18.9% |
| 6M | +9.6% | -16.9% | +26.6% | +11.1% |
| YTD | +24.0% | -31.2% | +55.2% | +27.3% |
| 1Y | +45.1% | -16.4% | +61.5% | +46.5% |
| 3Y | +22.5% | -4.4% | +26.9% | +21.6% |
| 5Y | +22.3% | +6.7% | +15.6% | +18.2% |
| 10Y | +62.0% | +1.4% | +60.5% | +54.5% |
| All | +494.7% | +67.7% | +427.0% | +416.3% |
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