+30.1%
LVS vs BTG
+385.9%
-355.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.7% |
| 7D | -2.7% | +2.4% | -5.1% | -3.1% |
| 30D | -4.7% | +9.5% | -14.2% | -6.1% |
| 3M | -15.6% | +38.5% | -54.1% | -20.3% |
| 6M | -18.6% | +5.6% | -24.3% | -20.6% |
| YTD | -32.3% | +23.9% | -56.2% | -35.9% |
| 1Y | -18.0% | +32.1% | -50.2% | -23.8% |
| 3Y | -5.8% | +103.2% | -109.0% | -20.3% |
| 5Y | +5.7% | +79.7% | -74.0% | -10.3% |
| 10Y | 0.0% | +159.1% | -159.1% | -29.8% |
| All | +30.1% | +385.9% | -355.8% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling