+48.7%
LVS vs BDX
+491.4%
-442.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -2.0% |
| 7D | -2.7% | -3.6% | +0.8% | -0.7% |
| 30D | -4.7% | +0.7% | -5.4% | -5.1% |
| 3M | -15.6% | +19.0% | -34.5% | -24.1% |
| 6M | -18.6% | +10.8% | -29.4% | -24.1% |
| YTD | -32.3% | +20.1% | -52.4% | -40.0% |
| 1Y | -18.0% | +23.1% | -41.1% | -28.8% |
| 3Y | -5.8% | -8.8% | +3.0% | -5.0% |
| 5Y | +5.7% | -1.4% | +7.2% | -1.9% |
| 10Y | 0.0% | +60.5% | -60.5% | -45.0% |
| All | +48.7% | +491.4% | -442.7% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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