+20.0%
LVS vs BROS
+35.1%
-15.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.5% | +0.4% |
| 7D | -3.5% | -5.8% | +2.3% | -2.7% |
| 30D | -6.2% | -14.0% | +7.7% | -4.5% |
| 3M | -14.8% | -32.5% | +17.7% | -10.8% |
| 6M | -20.9% | -14.9% | -6.0% | -19.9% |
| YTD | -33.0% | -28.3% | -4.8% | -30.9% |
| 1Y | -20.0% | -34.0% | +14.0% | -16.9% |
| 3Y | -6.9% | +63.0% | -69.9% | -17.3% |
| All | +20.0% | +35.1% | -15.1% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling