-18.9%
LVS vs BBIO
+136.7%
-155.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -3.5% | -3.2% | -0.3% | -3.1% |
| 30D | -6.2% | -13.6% | +7.4% | -4.5% |
| 3M | -14.8% | +7.2% | -22.1% | -15.9% |
| 6M | -20.9% | +1.5% | -22.3% | -21.4% |
| YTD | -33.0% | -5.3% | -27.8% | -33.3% |
| 1Y | -20.0% | +37.7% | -57.7% | -24.3% |
| 3Y | -6.9% | +153.9% | -160.8% | -21.1% |
| 5Y | +9.1% | +43.9% | -34.8% | -18.7% |
| All | -18.9% | +136.7% | -155.5% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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