-31.8%
LVS vs BNS
+52.0%
-83.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.0% | +3.5% | +5.6% |
| 7D | +13.4% | +2.0% | +11.4% | +12.8% |
| 30D | +12.2% | +7.8% | +4.4% | +10.1% |
| 3M | -10.7% | +11.7% | -22.4% | -13.0% |
| 6M | -19.8% | +28.2% | -48.1% | -26.1% |
| YTD | -35.8% | +34.8% | -70.6% | -43.1% |
| 1Y | -31.8% | +51.1% | -82.9% | -41.2% |
| All | -31.8% | +52.0% | -83.8% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling