-31.8%
LVS vs BBY
+33.0%
-64.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.0% | -1.5% | +5.0% |
| 7D | +13.4% | +4.5% | +8.9% | +12.3% |
| 30D | +12.2% | +16.0% | -3.8% | +9.0% |
| 3M | -10.7% | +18.6% | -29.4% | -13.7% |
| 6M | -19.8% | +80.1% | -99.9% | -28.7% |
| YTD | -35.8% | +57.4% | -93.2% | -40.7% |
| 1Y | -31.8% | +34.5% | -66.3% | -33.6% |
| All | -31.8% | +33.0% | -64.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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