+46.2%
LVS vs BBY
+317.2%
-271.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | -6.8% | +5.8% | -12.6% | -9.2% |
| 3M | -15.6% | +18.0% | -33.6% | -21.9% |
| 6M | -20.6% | +39.8% | -60.4% | -32.7% |
| YTD | -33.4% | +35.4% | -68.8% | -43.0% |
| 1Y | -20.1% | +21.4% | -41.5% | -29.0% |
| 3Y | -7.4% | +39.5% | -47.0% | -26.6% |
| 5Y | +8.5% | -0.5% | +9.0% | -4.7% |
| 10Y | -1.7% | +240.0% | -241.7% | -58.6% |
| All | +46.2% | +317.2% | -271.0% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling