+123.6%
BP vs LVS
+69.2%
+54.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +3.9% | -1.5% | +5.4% | +4.2% |
| 30D | +7.6% | -3.2% | +10.8% | +8.1% |
| 3M | +0.7% | -12.0% | +12.7% | +2.7% |
| 6M | +15.5% | -19.9% | +35.4% | +19.2% |
| YTD | +30.8% | -30.6% | +61.5% | +38.0% |
| 1Y | +34.3% | -17.7% | +52.1% | +37.1% |
| 3Y | +35.1% | -14.2% | +49.3% | +34.9% |
| 5Y | +126.8% | +9.6% | +117.2% | +111.3% |
| 10Y | +123.4% | +5.7% | +117.7% | +107.4% |
| All | +123.6% | +69.2% | +54.4% | +61.3% |
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