-31.8%
LVS vs BROS
-18.6%
-13.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.5% | +6.3% |
| 7D | +13.4% | +2.5% | +10.9% | +13.0% |
| 30D | +12.2% | +15.1% | -2.9% | +9.9% |
| 3M | -10.7% | -31.4% | +20.6% | -6.7% |
| 6M | -19.8% | -22.6% | +2.8% | -18.1% |
| YTD | -35.8% | -28.1% | -7.6% | -34.9% |
| 1Y | -31.8% | -20.3% | -11.5% | -31.9% |
| All | -31.8% | -18.6% | -13.2% | -31.9% |
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