+661.1%
BX vs LVS
0.0%
+661.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +1.9% | +2.3% |
| 7D | -5.6% | -3.5% | -2.1% | -4.3% |
| 30D | -12.2% | -6.2% | -6.0% | -10.2% |
| 3M | +7.4% | -14.8% | +22.2% | +13.6% |
| 6M | +22.2% | -20.9% | +43.0% | +32.5% |
| YTD | -14.0% | -33.0% | +19.0% | -1.3% |
| 1Y | -27.3% | -20.0% | -7.3% | -22.9% |
| 3Y | +24.5% | -6.9% | +31.5% | +20.6% |
| 5Y | +18.9% | +9.1% | +9.8% | +2.9% |
| All | +661.1% | 0.0% | +661.0% | +555.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling