+19.3%
LVS vs BROS
+33.7%
-14.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.2% |
| 7D | -4.3% | -6.1% | +1.8% | -3.5% |
| 30D | -6.8% | -12.4% | +5.5% | -5.3% |
| 3M | -15.6% | -27.9% | +12.3% | -12.5% |
| 6M | -20.6% | -16.8% | -3.8% | -19.4% |
| YTD | -33.4% | -29.0% | -4.4% | -31.2% |
| 1Y | -20.1% | -33.2% | +13.1% | -17.1% |
| 3Y | -7.4% | +56.8% | -64.2% | -17.3% |
| All | +19.3% | +33.7% | -14.4% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling