+134.1%
BP vs LVS
0.0%
+134.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.1% |
| 7D | +5.2% | -3.5% | +8.7% | +6.3% |
| 30D | +8.7% | -6.2% | +14.9% | +10.6% |
| 3M | +9.3% | -14.8% | +24.2% | +14.3% |
| 6M | +13.6% | -20.9% | +34.4% | +20.6% |
| YTD | +37.7% | -33.0% | +70.7% | +53.0% |
| 1Y | +40.6% | -20.0% | +60.6% | +46.5% |
| 3Y | +40.3% | -6.9% | +47.3% | +34.6% |
| 5Y | +141.4% | +9.1% | +132.3% | +103.6% |
| All | +134.1% | 0.0% | +134.1% | +107.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling