+5.0%
LVS vs BLDR
-11.9%
+16.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +2.5% |
| 7D | -0.8% | -3.0% | +2.1% | -0.2% |
| 30D | +10.0% | +20.1% | -10.1% | +4.1% |
| 3M | -11.0% | -17.5% | +6.5% | -7.2% |
| 6M | -20.1% | -16.1% | -4.1% | -18.4% |
| YTD | -36.3% | -41.0% | +4.7% | -28.9% |
| 1Y | -36.8% | -41.6% | +4.8% | -29.5% |
| 3Y | -9.5% | -50.8% | +41.3% | -2.4% |
| All | +5.0% | -11.9% | +16.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 5y: compounded portfolio wealth divided by compounded BLDR 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…
5y analysis · Full analysis span regression · 6 months rolling