+39.7%
LVS vs BB
-67.6%
+107.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.2% |
| 7D | -0.8% | +1.8% | -2.7% | -1.3% |
| 30D | +10.0% | +8.1% | +1.9% | +7.4% |
| 3M | -11.0% | -1.0% | -10.0% | -12.3% |
| 6M | -20.1% | +45.9% | -66.0% | -30.0% |
| YTD | -36.3% | +134.8% | -171.2% | -50.4% |
| 1Y | -36.8% | +104.6% | -141.4% | -49.5% |
| 3Y | -9.5% | +152.8% | -162.4% | -36.1% |
| 5Y | +9.3% | -17.4% | +26.7% | -3.3% |
| 10Y | -11.0% | +22.4% | -33.4% | -46.5% |
| All | +39.7% | -67.6% | +107.3% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling