+38.2%
LVS vs BAH
+1,076.0%
-1,037.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | -0.8% | +1.7% | -2.5% | -1.2% |
| 30D | +10.0% | +20.8% | -10.8% | +5.0% |
| 3M | -11.0% | +11.6% | -22.6% | -13.7% |
| 6M | -20.1% | +23.1% | -43.2% | -24.7% |
| YTD | -36.3% | +5.3% | -41.6% | -38.4% |
| 1Y | -36.8% | +6.1% | -43.0% | -39.2% |
| 3Y | -9.5% | -27.5% | +17.9% | -6.8% |
| 5Y | +9.3% | +6.2% | +3.1% | -0.9% |
| 10Y | -11.0% | +202.2% | -213.2% | -42.8% |
| All | +38.2% | +1,076.0% | -1,037.8% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling