-20.0%
LVS vs BAX
-0.4%
-19.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -3.5% | -7.9% | +4.4% | -2.4% |
| 30D | -6.2% | -11.7% | +5.4% | -4.7% |
| 3M | -14.8% | +16.2% | -31.0% | -16.6% |
| 6M | -20.9% | +32.0% | -52.8% | -24.2% |
| YTD | -33.0% | +24.7% | -57.8% | -35.4% |
| 1Y | -20.0% | -2.6% | -17.4% | -24.7% |
| All | -20.0% | -0.4% | -19.6% | -24.7% |
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