+52.3%
LVS vs BN
+1,661.5%
-1,609.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | -1.5% | -2.5% | +1.0% | +0.2% |
| 30D | -3.2% | -9.5% | +6.3% | +4.0% |
| 3M | -12.0% | -10.4% | -1.6% | -5.2% |
| 6M | -19.9% | -6.4% | -13.5% | -17.4% |
| YTD | -30.6% | -11.9% | -18.8% | -25.9% |
| 1Y | -17.7% | -8.6% | -9.1% | -15.4% |
| 3Y | -14.2% | +77.6% | -91.8% | -50.3% |
| 5Y | +9.6% | +37.0% | -27.4% | -25.0% |
| 10Y | +5.7% | +266.4% | -260.7% | -71.4% |
| All | +52.3% | +1,661.5% | -1,609.2% | -84.5% |
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