+6.4%
LVS vs BTG
+78.0%
-71.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -3.5% | -3.8% | +0.3% | -3.0% |
| 30D | -6.2% | +3.6% | -9.9% | -6.7% |
| 3M | -14.8% | +32.0% | -46.8% | -18.2% |
| 6M | -20.9% | +3.4% | -24.2% | -22.0% |
| YTD | -33.0% | +20.8% | -53.8% | -35.9% |
| 1Y | -20.0% | +22.4% | -42.4% | -24.3% |
| 3Y | -6.9% | +91.7% | -98.6% | -20.8% |
| All | +6.4% | +78.0% | -71.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling