-3.3%
LVS vs BRKR
+155.3%
-158.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -3.5% | -8.7% | +5.2% | -0.6% |
| 30D | -6.2% | -9.9% | +3.6% | -3.3% |
| 3M | -14.8% | -3.1% | -11.7% | -16.1% |
| 6M | -20.9% | +45.5% | -66.4% | -33.8% |
| YTD | -33.0% | +13.7% | -46.7% | -39.3% |
| 1Y | -20.0% | +67.4% | -87.4% | -38.3% |
| 3Y | -6.9% | -13.2% | +6.3% | -13.6% |
| 5Y | +9.1% | -39.5% | +48.6% | +14.7% |
| All | -3.3% | +155.3% | -158.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling