+52.3%
LVS vs BB
-72.0%
+124.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | -5.6% | +4.1% | -0.3% |
| 30D | -3.2% | -11.8% | +8.6% | -1.0% |
| 3M | -12.0% | -25.5% | +13.6% | -8.3% |
| 6M | -19.9% | +121.3% | -141.2% | -36.1% |
| YTD | -30.6% | +103.2% | -133.8% | -43.6% |
| 1Y | -17.7% | +102.6% | -120.4% | -33.6% |
| 3Y | -14.2% | +37.5% | -51.7% | -29.9% |
| 5Y | +9.6% | -30.4% | +40.1% | +1.4% |
| 10Y | +5.7% | 0.0% | +5.7% | -32.8% |
| All | +52.3% | -72.0% | +124.2% | +26.3% |
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