-16.6%
BX vs LVS
-18.2%
+1.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | -4.4% | -1.5% | -2.9% | -4.2% |
| 30D | +0.1% | -3.2% | +3.3% | +0.6% |
| 3M | +16.0% | -12.0% | +28.0% | +18.2% |
| 6M | +21.6% | -19.9% | +41.5% | +25.7% |
| YTD | -8.9% | -30.6% | +21.7% | -5.4% |
| 1Y | -16.6% | -17.7% | +1.1% | -11.7% |
| All | -16.6% | -18.2% | +1.6% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling