+76.2%
BND vs LVS
-20.7%
+96.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | -0.4% | -3.9% | +3.6% | -0.4% |
| 3M | -0.2% | -12.9% | +12.6% | -0.3% |
| 6M | -1.2% | -16.9% | +15.8% | -1.2% |
| YTD | -0.3% | -31.2% | +30.9% | -0.4% |
| 1Y | +0.4% | -16.4% | +16.8% | +0.4% |
| 3Y | +13.4% | -4.4% | +17.8% | +13.4% |
| 5Y | -1.5% | +6.7% | -8.2% | -1.4% |
| 10Y | +15.5% | +1.4% | +14.0% | +15.7% |
| All | +76.2% | -20.7% | +96.9% | +71.3% |
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