+39.7%
LVS vs BBWI
+212.0%
-172.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.1% |
| 7D | -0.8% | +0.1% | -1.0% | -0.9% |
| 30D | +10.0% | +12.9% | -2.9% | +4.6% |
| 3M | -11.0% | +16.0% | -27.0% | -17.4% |
| 6M | -20.1% | +16.6% | -36.8% | -27.5% |
| YTD | -36.3% | +9.7% | -46.1% | -42.3% |
| 1Y | -36.8% | +1.5% | -38.3% | -42.3% |
| 3Y | -9.5% | -21.4% | +11.8% | -16.3% |
| 5Y | +9.3% | -67.6% | +76.9% | +37.1% |
| 10Y | -11.0% | -46.8% | +35.8% | -33.7% |
| All | +39.7% | +212.0% | -172.3% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling