-6.9%
LVS vs BTG
+94.8%
-101.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -3.5% | -3.8% | +0.3% | -3.2% |
| 30D | -6.2% | +3.6% | -9.9% | -6.5% |
| 3M | -14.8% | +32.0% | -46.8% | -16.8% |
| 6M | -20.9% | +3.4% | -24.2% | -21.5% |
| YTD | -33.0% | +20.8% | -53.8% | -34.7% |
| 1Y | -20.0% | +22.4% | -42.4% | -22.6% |
| 3Y | -6.9% | +91.7% | -98.6% | -14.8% |
| All | -6.9% | +94.8% | -101.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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