-31.8%
LVS vs BB
+88.0%
-119.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.0% | -0.5% | +6.4% |
| 7D | +13.4% | -6.8% | +20.2% | +13.4% |
| 30D | +12.2% | -3.5% | +15.7% | +12.1% |
| 3M | -10.7% | -1.2% | -9.5% | -10.6% |
| 6M | -19.8% | +57.0% | -76.8% | -24.4% |
| YTD | -35.8% | +131.1% | -166.9% | -43.0% |
| 1Y | -31.8% | +87.6% | -119.4% | -39.8% |
| All | -31.8% | +88.0% | -119.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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