-3.3%
LVS vs BAX
-38.1%
+34.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -3.5% | -7.9% | +4.4% | -0.9% |
| 30D | -6.2% | -11.7% | +5.4% | -2.5% |
| 3M | -14.8% | +16.2% | -31.0% | -19.4% |
| 6M | -20.9% | +32.0% | -52.8% | -28.6% |
| YTD | -33.0% | +24.7% | -57.8% | -39.2% |
| 1Y | -20.0% | -2.6% | -17.4% | -21.6% |
| 3Y | -6.9% | -35.0% | +28.0% | +2.3% |
| 5Y | +9.1% | -67.6% | +76.6% | +56.8% |
| All | -3.3% | -38.1% | +34.8% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling