-20.1%
LVS vs BB
+42.2%
-62.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +2.6% |
| 7D | -0.8% | +1.8% | -2.7% | -0.7% |
| 30D | +10.0% | +8.1% | +1.9% | +10.5% |
| 3M | -11.0% | -1.0% | -10.0% | -10.7% |
| 6M | -20.1% | +45.9% | -66.0% | -21.0% |
| All | -20.1% | +42.2% | -62.3% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling