+6.4%
LVS vs BBY
+1.5%
+4.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.4% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | -6.2% | +9.4% | -15.6% | -8.8% |
| 3M | -14.8% | +19.3% | -34.2% | -19.4% |
| 6M | -20.9% | +47.9% | -68.8% | -30.4% |
| YTD | -33.0% | +39.6% | -72.6% | -40.2% |
| 1Y | -20.0% | +22.2% | -42.2% | -25.9% |
| 3Y | -6.9% | +45.0% | -51.9% | -21.5% |
| All | +6.4% | +1.5% | +4.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling