-3.3%
LVS vs BB
+1.6%
-4.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.3% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | -6.2% | -12.5% | +6.3% | -4.4% |
| 3M | -14.8% | -17.4% | +2.6% | -13.6% |
| 6M | -20.9% | +119.1% | -140.0% | -33.6% |
| YTD | -33.0% | +102.4% | -135.4% | -43.0% |
| 1Y | -20.0% | +98.2% | -118.2% | -32.0% |
| 3Y | -6.9% | +46.9% | -53.9% | -20.9% |
| 5Y | +9.1% | -26.4% | +35.5% | +0.9% |
| All | -3.3% | +1.6% | -4.9% | -34.8% |
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 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