+5.7%
LVS vs BWA
+89.5%
-83.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -4.7% | -5.6% | +0.9% | -2.5% |
| 3M | -15.6% | -10.7% | -4.9% | -11.9% |
| 6M | -18.6% | +23.2% | -41.8% | -28.4% |
| YTD | -32.3% | +46.0% | -78.3% | -47.1% |
| 1Y | -18.0% | +51.2% | -69.2% | -37.6% |
| 3Y | -5.8% | +69.6% | -75.4% | -35.4% |
| 5Y | +5.7% | +86.6% | -80.8% | -38.0% |
| All | +5.7% | +89.5% | -83.7% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling