+36.1%
LVS vs BN
+1,723.0%
-1,686.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.5% |
| 7D | -3.9% | -0.3% | -3.6% | -3.8% |
| 30D | +7.1% | +13.6% | -6.5% | -2.8% |
| 3M | -13.2% | -6.7% | -6.5% | -9.2% |
| 6M | -22.8% | -9.0% | -13.8% | -18.7% |
| YTD | -38.0% | -8.8% | -29.2% | -35.7% |
| 1Y | -39.5% | -10.6% | -28.8% | -36.5% |
| 3Y | -12.2% | +98.8% | -110.9% | -53.1% |
| 5Y | +6.4% | +33.6% | -27.2% | -25.4% |
| 10Y | -13.3% | +298.3% | -311.6% | -78.0% |
| All | +36.1% | +1,723.0% | -1,686.9% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling