+136.9%
BP vs LVS
+6.8%
+130.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | +9.1% | -3.9% | +13.0% | +9.8% |
| 3M | +3.9% | -12.9% | +16.8% | +6.4% |
| 6M | +13.6% | -16.9% | +30.6% | +16.9% |
| YTD | +34.0% | -31.2% | +65.3% | +42.7% |
| 1Y | +39.2% | -16.4% | +55.6% | +41.6% |
| 3Y | +36.4% | -4.4% | +40.8% | +31.6% |
| All | +136.9% | +6.8% | +130.1% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling