-3.8%
LVS vs BBWI
-57.7%
+53.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -4.3% | -8.0% | +3.7% | -2.6% |
| 30D | -6.8% | -6.6% | -0.2% | -5.8% |
| 3M | -15.6% | -2.7% | -12.9% | -16.0% |
| 6M | -20.6% | -12.8% | -7.8% | -19.9% |
| YTD | -33.4% | -10.5% | -22.9% | -33.5% |
| 1Y | -20.1% | -35.3% | +15.2% | -15.3% |
| 3Y | -7.4% | -47.7% | +40.3% | -0.9% |
| 5Y | +8.5% | -68.9% | +77.4% | +26.3% |
| All | -3.8% | -57.7% | +53.8% | -19.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling