-9.5%
LVS vs BAX
-18.0%
+8.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | +10.0% | +4.1% | +5.9% | +8.7% |
| 3M | -11.0% | -4.5% | -6.5% | -10.3% |
| 6M | -20.1% | +49.2% | -69.4% | -28.6% |
| YTD | -36.3% | +35.2% | -71.6% | -42.4% |
| 1Y | -36.8% | +38.3% | -75.1% | -43.3% |
| 3Y | -9.5% | -19.0% | +9.5% | -8.9% |
| All | -9.5% | -18.0% | +8.4% | -8.9% |
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 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