-3.8%
LVS vs BAH
+207.1%
-210.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.8% | -6.5% | -2.6% |
| 7D | -4.3% | +2.4% | -6.7% | -4.8% |
| 30D | -6.8% | -2.9% | -3.9% | -6.3% |
| 3M | -15.6% | -1.3% | -14.3% | -15.8% |
| 6M | -20.6% | -0.9% | -19.7% | -21.0% |
| YTD | -33.4% | -8.2% | -25.2% | -33.2% |
| 1Y | -20.1% | -24.0% | +3.8% | -16.8% |
| 3Y | -7.4% | -28.1% | +20.7% | -5.5% |
| 5Y | +8.5% | +2.5% | +6.0% | -0.9% |
| All | -3.8% | +207.1% | -210.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BAH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling