-4.4%
LVS vs BAH
-32.1%
+27.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.8% |
| 7D | +0.3% | -4.3% | +4.7% | +0.8% |
| 30D | -3.9% | -4.5% | +0.6% | -3.4% |
| 3M | -12.9% | -7.6% | -5.2% | -12.2% |
| 6M | -16.9% | -10.6% | -6.3% | -16.1% |
| YTD | -31.2% | -12.6% | -18.7% | -30.8% |
| 1Y | -16.4% | -27.0% | +10.6% | -13.8% |
| 3Y | -4.4% | -31.5% | +27.1% | -7.5% |
| All | -4.4% | -32.1% | +27.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling