+14.0%
LVS vs BROS
+10.5%
+3.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.5% | -3.8% | +1.9% |
| 7D | -0.8% | +6.3% | -7.1% | -1.7% |
| 30D | +10.0% | -8.3% | +18.3% | +10.7% |
| 3M | -11.0% | -29.8% | +18.8% | -7.4% |
| 6M | -20.1% | -25.8% | +5.7% | -18.0% |
| YTD | -36.3% | -41.4% | +5.0% | -33.0% |
| 1Y | -36.8% | -35.2% | -1.7% | -34.4% |
| 3Y | -9.5% | +32.8% | -42.3% | -17.8% |
| 5Y | +9.3% | -42.2% | +51.5% | +2.7% |
| All | +14.0% | +10.5% | +3.6% | +10.7% |
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