+664.4%
BNY vs LVS
+63.3%
+601.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | -1.3% | -3.5% | +2.1% | -0.6% |
| 30D | -0.2% | -6.2% | +6.1% | +1.2% |
| 3M | +14.9% | -14.8% | +29.8% | +18.7% |
| 6M | +40.0% | -20.9% | +60.8% | +46.6% |
| YTD | +42.0% | -33.0% | +75.0% | +53.5% |
| 1Y | +56.9% | -20.0% | +76.9% | +62.2% |
| 3Y | +289.9% | -6.9% | +296.8% | +282.9% |
| 5Y | +259.2% | +9.1% | +250.1% | +227.9% |
| 10Y | +413.3% | -1.1% | +414.4% | +363.8% |
| All | +664.4% | +63.3% | +601.1% | +466.1% |
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