+16.0%
BX vs LVS
+3.5%
+12.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.2% | -2.2% |
| 7D | -8.9% | -4.3% | -4.6% | -7.4% |
| 30D | -14.8% | -6.8% | -8.0% | -12.6% |
| 3M | +6.9% | -15.6% | +22.6% | +13.3% |
| 6M | +16.3% | -20.6% | +36.9% | +25.8% |
| YTD | -16.1% | -33.4% | +17.3% | -3.7% |
| 1Y | -26.8% | -20.1% | -6.6% | -22.4% |
| 3Y | +22.4% | -7.4% | +29.9% | +17.7% |
| 5Y | +16.0% | +8.5% | +7.5% | -2.6% |
| All | +16.0% | +3.5% | +12.5% | -2.6% |
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