-3.3%
LVS vs BWA
+156.8%
-160.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.2% |
| 7D | -3.5% | -1.3% | -2.2% | -2.8% |
| 30D | -6.2% | -2.9% | -3.3% | -5.1% |
| 3M | -14.8% | -10.7% | -4.1% | -10.7% |
| 6M | -20.9% | +26.5% | -47.3% | -31.9% |
| YTD | -33.0% | +49.1% | -82.1% | -48.7% |
| 1Y | -20.0% | +52.1% | -72.1% | -39.7% |
| 3Y | -6.9% | +72.6% | -79.5% | -37.1% |
| 5Y | +9.1% | +89.4% | -80.3% | -31.8% |
| All | -3.3% | +156.8% | -160.1% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling