-17.7%
LVS vs BROS
-35.3%
+17.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.5% | -6.7% | +5.2% | -0.6% |
| 30D | -3.2% | -29.1% | +25.8% | +0.9% |
| 3M | -12.0% | -16.7% | +4.7% | -10.6% |
| 6M | -19.9% | -11.6% | -8.3% | -19.8% |
| YTD | -30.6% | -23.9% | -6.7% | -29.6% |
| 1Y | -17.7% | -34.8% | +17.0% | -6.0% |
| All | -17.7% | -35.3% | +17.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling