+48.7%
LVS vs BG
+260.2%
-211.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | -4.7% | +10.3% | -15.0% | -9.7% |
| 3M | -15.6% | -1.9% | -13.7% | -15.9% |
| 6M | -18.6% | +5.2% | -23.9% | -22.4% |
| YTD | -32.3% | +41.2% | -73.4% | -45.0% |
| 1Y | -18.0% | +50.5% | -68.5% | -36.3% |
| 3Y | -5.8% | +19.9% | -25.7% | -20.1% |
| 5Y | +5.7% | +86.7% | -81.0% | -34.1% |
| 10Y | 0.0% | +167.5% | -167.5% | -55.1% |
| All | +48.7% | +260.2% | -211.5% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling