-31.8%
LVS vs BBWI
+2.4%
-34.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.1% | +2.4% | +6.1% |
| 7D | +13.4% | +8.8% | +4.6% | +12.5% |
| 30D | +12.2% | +34.8% | -22.6% | +9.2% |
| 3M | -10.7% | +12.9% | -23.7% | -12.0% |
| 6M | -19.8% | +29.6% | -49.4% | -22.3% |
| YTD | -35.8% | +20.8% | -56.6% | -37.2% |
| 1Y | -31.8% | +4.1% | -35.9% | -32.7% |
| All | -31.8% | +2.4% | -34.2% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling