+48.7%
LVS vs BNS
+662.4%
-613.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.7% |
| 7D | -2.7% | -1.3% | -1.4% | -1.5% |
| 30D | -4.7% | +4.0% | -8.7% | -8.8% |
| 3M | -15.6% | +13.8% | -29.4% | -26.5% |
| 6M | -18.6% | +32.7% | -51.3% | -39.3% |
| YTD | -32.3% | +27.6% | -59.9% | -47.8% |
| 1Y | -18.0% | +47.4% | -65.4% | -45.4% |
| 3Y | -5.8% | +129.0% | -134.8% | -60.6% |
| 5Y | +5.7% | +92.7% | -87.0% | -48.6% |
| 10Y | 0.0% | +182.1% | -182.1% | -69.0% |
| All | +48.7% | +662.4% | -613.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling