+52.3%
LVS vs BAX
+117.6%
-65.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -1.5% | -1.1% | -0.3% | -1.0% |
| 30D | -3.2% | -5.5% | +2.2% | -0.8% |
| 3M | -12.0% | +33.5% | -45.5% | -23.8% |
| 6M | -19.9% | +35.9% | -55.8% | -31.8% |
| YTD | -30.6% | +35.4% | -66.0% | -41.9% |
| 1Y | -17.7% | +9.8% | -27.5% | -25.0% |
| 3Y | -14.2% | -32.7% | +18.5% | -4.7% |
| 5Y | +9.6% | -65.6% | +75.2% | +69.8% |
| 10Y | +5.7% | -34.9% | +40.6% | +1.6% |
| All | +52.3% | +117.6% | -65.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling