-20.0%
LVS vs BG
+53.0%
-73.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 7D | -3.5% | +3.1% | -6.6% | -3.7% |
| 30D | -6.2% | +10.2% | -16.5% | -6.9% |
| 3M | -14.8% | -1.7% | -13.2% | -14.3% |
| 6M | -20.9% | +1.0% | -21.8% | -20.8% |
| YTD | -33.0% | +39.9% | -73.0% | -35.9% |
| 1Y | -20.0% | +53.2% | -73.2% | -24.6% |
| All | -20.0% | +53.0% | -73.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling