-31.8%
LVS vs BTDR
-69.9%
+38.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.6% | +12.1% | +6.7% |
| 7D | +13.4% | -17.6% | +31.0% | +14.2% |
| 30D | +12.2% | -40.3% | +52.4% | +14.6% |
| 3M | -10.7% | -42.6% | +31.9% | -9.0% |
| 6M | -19.8% | -46.3% | +26.5% | -18.9% |
| YTD | -35.8% | -41.7% | +6.0% | -35.9% |
| 1Y | -31.8% | -69.4% | +37.6% | -29.7% |
| All | -31.8% | -69.9% | +38.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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