-20.0%
LVS vs BNS
+49.3%
-69.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -3.5% | -0.4% | -3.1% | -3.4% |
| 30D | -6.2% | +3.5% | -9.7% | -6.9% |
| 3M | -14.8% | +14.1% | -28.9% | -17.8% |
| 6M | -20.9% | +33.8% | -54.6% | -28.6% |
| YTD | -33.0% | +29.5% | -62.5% | -39.4% |
| 1Y | -20.0% | +48.4% | -68.4% | -30.6% |
| All | -20.0% | +49.3% | -69.3% | -30.6% |
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