-5.8%
LVS vs BAX
-33.8%
+27.9%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.0% |
| 7D | -2.7% | -5.1% | +2.4% | -1.5% |
| 30D | -4.7% | -12.2% | +7.5% | -1.7% |
| 3M | -15.6% | +21.8% | -37.4% | -20.0% |
| 6M | -18.6% | +36.3% | -54.9% | -25.4% |
| YTD | -32.3% | +27.8% | -60.1% | -37.5% |
| 1Y | -18.0% | -0.1% | -18.0% | -19.4% |
| All | -5.8% | -33.8% | +27.9% | -1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling