+52.3%
LVS vs BEN
+215.8%
-163.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -2.7% |
| 7D | -1.5% | +0.2% | -1.7% | -1.8% |
| 30D | -3.2% | -0.5% | -2.7% | -3.1% |
| 3M | -12.0% | +9.7% | -21.7% | -18.3% |
| 6M | -19.9% | +33.9% | -53.8% | -35.9% |
| YTD | -30.6% | +49.0% | -79.6% | -48.9% |
| 1Y | -17.7% | +42.1% | -59.9% | -38.0% |
| 3Y | -14.2% | +51.9% | -66.1% | -41.9% |
| 5Y | +9.6% | +39.0% | -29.4% | -24.6% |
| 10Y | +5.7% | +57.9% | -52.2% | -45.0% |
| All | +52.3% | +215.8% | -163.5% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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