+950.6%
BX vs LVS
-6.6%
+957.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.3% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -2.3% | -3.9% | +1.6% | -1.1% |
| 3M | +18.5% | -12.9% | +31.4% | +23.4% |
| 6M | +23.7% | -16.9% | +40.7% | +30.6% |
| YTD | -10.4% | -31.2% | +20.9% | 0.0% |
| 1Y | -19.6% | -16.4% | -3.2% | -16.5% |
| 3Y | +30.8% | -4.4% | +35.2% | +27.4% |
| 5Y | +24.3% | +6.7% | +17.7% | +12.7% |
| 10Y | +679.5% | +1.4% | +678.0% | +577.7% |
| All | +950.6% | -6.6% | +957.2% | +418.6% |
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 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