-9.5%
LVS vs BB
+21.8%
-31.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.1% |
| 7D | -0.8% | +1.8% | -2.7% | -1.2% |
| 30D | +10.0% | +8.1% | +1.9% | +8.1% |
| 3M | -11.0% | -1.0% | -10.0% | -11.9% |
| 6M | -20.1% | +45.9% | -66.0% | -27.8% |
| YTD | -36.3% | +134.8% | -171.2% | -47.6% |
| 1Y | -36.8% | +104.6% | -141.4% | -46.9% |
| 3Y | -9.5% | +152.8% | -162.4% | -30.9% |
| 5Y | +9.3% | -17.4% | +26.7% | -1.5% |
| All | -9.5% | +21.8% | -31.2% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling