+39.7%
LVS vs BEN
+230.9%
-191.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.2% | +2.4% |
| 7D | -0.8% | +6.8% | -7.6% | -5.4% |
| 30D | +10.0% | +18.0% | -8.0% | -2.3% |
| 3M | -11.0% | +7.5% | -18.5% | -16.0% |
| 6M | -20.1% | +14.7% | -34.9% | -28.8% |
| YTD | -36.3% | +56.1% | -92.4% | -54.8% |
| 1Y | -36.8% | +69.6% | -106.4% | -57.8% |
| 3Y | -9.5% | +87.7% | -97.2% | -47.5% |
| 5Y | +9.3% | +28.6% | -19.3% | -19.5% |
| 10Y | -11.0% | +59.8% | -70.8% | -53.3% |
| All | +39.7% | +230.9% | -191.1% | -62.8% |
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