-27.1%
LVS vs BBAI
-71.3%
+44.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.5% |
| 7D | -3.5% | -1.7% | -1.8% | -3.4% |
| 30D | -6.2% | -12.0% | +5.7% | -6.0% |
| 3M | -14.8% | -30.7% | +15.8% | -14.3% |
| 6M | -20.9% | -30.7% | +9.8% | -20.5% |
| YTD | -33.0% | -46.9% | +13.8% | -32.5% |
| 1Y | -20.0% | -41.1% | +21.0% | -19.7% |
| 3Y | -6.9% | +65.9% | -72.8% | -9.7% |
| 5Y | +9.1% | -70.9% | +80.0% | +0.5% |
| All | -27.1% | -71.3% | +44.2% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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