+489.2%
BMY vs LVS
+55.3%
+433.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +1.6% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +7.0% | +10.0% | -3.0% | +6.2% |
| 3M | -0.9% | -11.0% | +10.2% | 0.0% |
| 6M | +14.9% | -20.1% | +35.1% | +16.8% |
| YTD | +22.8% | -36.3% | +59.2% | +26.8% |
| 1Y | +36.2% | -36.8% | +73.1% | +40.7% |
| 3Y | +45.7% | -9.5% | +55.2% | +45.2% |
| 5Y | +31.3% | +9.3% | +22.0% | +26.8% |
| 10Y | +60.6% | -11.0% | +71.6% | +54.7% |
| All | +489.2% | +55.3% | +433.9% | +414.4% |
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 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