-18.6%
LVS vs BTDR
+71.3%
-89.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -1.4% |
| 7D | -2.7% | +14.8% | -17.5% | -3.3% |
| 30D | -4.7% | +41.8% | -46.5% | -6.5% |
| 3M | -15.6% | -29.2% | +13.6% | -14.0% |
| 6M | -18.6% | +66.2% | -84.8% | -26.4% |
| All | -18.6% | +71.3% | -89.9% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling