-5.8%
LVS vs BBWI
-47.8%
+42.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.3% | +4.8% | -0.4% |
| 7D | -2.7% | -4.4% | +1.7% | -2.0% |
| 30D | -4.7% | -7.4% | +2.7% | -3.7% |
| 3M | -15.6% | -2.2% | -13.3% | -16.0% |
| 6M | -18.6% | -16.3% | -2.3% | -17.3% |
| YTD | -32.3% | -9.1% | -23.1% | -32.5% |
| 1Y | -18.0% | -34.5% | +16.5% | -13.1% |
| All | -5.8% | -47.8% | +42.0% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling