-3.3%
LVS vs BRO
+294.2%
-297.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -3.5% | -7.3% | +3.9% | -0.3% |
| 30D | -6.2% | -6.9% | +0.6% | -3.4% |
| 3M | -14.8% | +10.7% | -25.5% | -19.1% |
| 6M | -20.9% | -2.7% | -18.2% | -20.8% |
| YTD | -33.0% | -16.3% | -16.7% | -28.7% |
| 1Y | -20.0% | -29.1% | +9.1% | -8.4% |
| 3Y | -6.9% | -7.8% | +0.9% | -9.3% |
| 5Y | +9.1% | +18.7% | -9.6% | -10.8% |
| All | -3.3% | +294.2% | -297.5% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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