+39.1%
BP vs LVS
-6.8%
+45.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.0% |
| 7D | +4.0% | -2.7% | +6.7% | +4.4% |
| 30D | +7.8% | -4.7% | +12.5% | +8.5% |
| 3M | +8.4% | -15.6% | +23.9% | +11.0% |
| 6M | +15.1% | -18.6% | +33.7% | +18.2% |
| YTD | +36.4% | -32.3% | +68.7% | +44.5% |
| 1Y | +40.9% | -18.0% | +58.9% | +43.0% |
| All | +39.1% | -6.8% | +45.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling