+2.5%
LVS vs BTDR
+19.6%
-17.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -3.5% | -3.4% | -0.1% | -3.4% |
| 30D | -6.2% | +32.6% | -38.8% | -7.3% |
| 3M | -14.8% | -32.2% | +17.4% | -14.1% |
| 6M | -20.9% | +52.4% | -73.2% | -22.8% |
| YTD | -33.0% | +6.7% | -39.7% | -34.1% |
| 1Y | -20.0% | -15.2% | -4.8% | -21.2% |
| 3Y | -6.9% | +14.9% | -21.8% | -10.8% |
| 5Y | +9.1% | +20.8% | -11.7% | -0.4% |
| All | +2.5% | +19.6% | -17.1% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling