-7.4%
LVS vs BTDR
+0.6%
-8.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -1.4% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | -6.8% | +32.7% | -39.5% | -8.1% |
| 3M | -15.6% | -28.4% | +12.8% | -14.9% |
| 6M | -20.6% | +51.7% | -72.3% | -23.1% |
| YTD | -33.4% | +2.9% | -36.3% | -34.6% |
| 1Y | -20.1% | -15.5% | -4.7% | -21.7% |
| All | -7.4% | +0.6% | -8.0% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling