+135.9%
BP vs LVS
+55.3%
+80.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.4% |
| 7D | +3.8% | -0.8% | +4.6% | +3.9% |
| 30D | -5.3% | +10.0% | -15.3% | -7.0% |
| 3M | +9.3% | -11.0% | +20.3% | +11.0% |
| 6M | +7.2% | -20.1% | +27.4% | +10.8% |
| YTD | +38.0% | -36.3% | +74.4% | +47.3% |
| 1Y | +33.2% | -36.8% | +70.0% | +42.3% |
| 3Y | +50.3% | -9.5% | +59.8% | +48.5% |
| 5Y | +114.1% | +9.3% | +104.8% | +99.6% |
| 10Y | +140.7% | -11.0% | +151.7% | +128.9% |
| All | +135.9% | +55.3% | +80.6% | +72.2% |
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 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