+109.4%
BP vs LVS
+8.3%
+101.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.8% |
| 7D | -0.8% | -1.3% | +0.5% | -0.6% |
| 30D | -3.1% | +12.2% | -15.3% | -5.3% |
| 3M | +6.2% | -11.3% | +17.4% | +8.2% |
| 6M | +4.8% | -21.6% | +26.4% | +9.1% |
| YTD | +35.2% | -36.6% | +71.8% | +45.8% |
| 1Y | +27.4% | -38.4% | +65.8% | +38.2% |
| 3Y | +49.8% | -10.2% | +59.9% | +45.7% |
| 5Y | +109.4% | +9.4% | +100.0% | +90.6% |
| All | +109.4% | +8.3% | +101.1% | +90.6% |
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