-31.8%
LVS vs BAX
+46.0%
-77.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.0% | +2.5% | +5.8% |
| 7D | +13.4% | +4.1% | +9.3% | +12.4% |
| 30D | +12.2% | +9.4% | +2.8% | +10.2% |
| 3M | -10.7% | -6.5% | -4.3% | -10.0% |
| 6M | -19.8% | +59.6% | -79.4% | -26.8% |
| YTD | -35.8% | +38.9% | -74.7% | -40.7% |
| 1Y | -31.8% | +48.0% | -79.8% | -38.1% |
| All | -31.8% | +46.0% | -77.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling