-24.1%
LVS vs BR
+1,281.7%
-1,305.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -2.7% | -5.0% | +2.3% | +0.8% |
| 30D | -4.7% | -2.5% | -2.2% | -3.2% |
| 3M | -15.6% | +13.5% | -29.1% | -24.0% |
| 6M | -18.6% | -9.4% | -9.2% | -14.5% |
| YTD | -32.3% | -23.3% | -9.0% | -20.4% |
| 1Y | -18.0% | -31.6% | +13.6% | +4.2% |
| 3Y | -5.8% | -5.1% | -0.8% | -8.4% |
| 5Y | +5.7% | +8.2% | -2.4% | -10.2% |
| 10Y | 0.0% | +189.8% | -189.8% | -65.3% |
| All | -24.1% | +1,281.7% | -1,305.8% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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