+50.9%
LVS vs BTI
+928.2%
-877.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | -1.4% | +1.7% | +1.1% |
| 30D | -3.9% | -7.0% | +3.1% | -0.2% |
| 3M | -12.9% | -6.3% | -6.5% | -10.3% |
| 6M | -16.9% | -2.0% | -15.0% | -17.6% |
| YTD | -31.2% | +0.2% | -31.4% | -32.9% |
| 1Y | -16.4% | +3.8% | -20.2% | -20.1% |
| 3Y | -4.4% | +112.1% | -116.5% | -41.5% |
| 5Y | +6.7% | +113.6% | -106.9% | -35.7% |
| 10Y | +1.4% | +69.6% | -68.2% | -34.5% |
| All | +50.9% | +928.2% | -877.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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