+5.7%
LVS vs BAH
-3.7%
+9.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.7% | -1.3% | -1.4% | -2.5% |
| 30D | -4.7% | -6.6% | +1.9% | -3.8% |
| 3M | -15.6% | -7.2% | -8.4% | -14.9% |
| 6M | -18.6% | -10.0% | -8.7% | -17.8% |
| YTD | -32.3% | -12.5% | -19.8% | -31.7% |
| 1Y | -18.0% | -27.9% | +9.9% | -14.8% |
| 3Y | -5.8% | -31.4% | +25.6% | -4.1% |
| 5Y | +5.7% | -3.2% | +9.0% | +3.9% |
| All | +5.7% | -3.7% | +9.4% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling