-9.5%
LVS vs BN
+290.8%
-300.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +10.0% | +14.0% | -4.0% | +2.0% |
| 3M | -11.0% | -9.0% | -2.0% | -6.6% |
| 6M | -20.1% | -8.8% | -11.3% | -16.9% |
| YTD | -36.3% | -10.3% | -26.1% | -33.7% |
| 1Y | -36.8% | -5.8% | -31.0% | -36.2% |
| 3Y | -9.5% | +94.8% | -104.3% | -43.1% |
| 5Y | +9.3% | +31.5% | -22.2% | -13.9% |
| All | -9.5% | +290.8% | -300.3% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling