+47.0%
LVS vs BRO
+677.7%
-630.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.7% |
| 7D | -3.5% | -7.3% | +3.9% | +1.2% |
| 30D | -6.2% | -6.9% | +0.6% | -2.1% |
| 3M | -14.8% | +10.7% | -25.5% | -21.0% |
| 6M | -20.9% | -2.7% | -18.2% | -21.2% |
| YTD | -33.0% | -16.3% | -16.7% | -27.2% |
| 1Y | -20.0% | -29.1% | +9.1% | -4.0% |
| 3Y | -6.9% | -7.8% | +0.9% | -10.0% |
| 5Y | +9.1% | +18.7% | -9.6% | -16.1% |
| 10Y | -1.1% | +291.9% | -293.0% | -70.8% |
| All | +47.0% | +677.7% | -630.7% | -76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling