+39.7%
LVS vs BAX
+117.4%
-77.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.5% |
| 3M | -11.0% | -4.5% | -6.5% | -9.7% |
| 6M | -20.1% | +49.2% | -69.4% | -35.0% |
| YTD | -36.3% | +35.2% | -71.6% | -47.0% |
| 1Y | -36.8% | +38.3% | -75.1% | -48.1% |
| 3Y | -9.5% | -19.0% | +9.5% | -8.9% |
| 5Y | +9.3% | -64.2% | +73.5% | +64.9% |
| 10Y | -11.0% | -35.7% | +24.8% | -13.8% |
| All | +39.7% | +117.4% | -77.7% | -29.1% |
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