+39.7%
LVS vs BWA
+486.7%
-446.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.8% |
| 7D | -0.8% | +4.3% | -5.1% | -3.5% |
| 30D | +10.0% | -13.0% | +23.0% | +18.6% |
| 3M | -11.0% | -24.8% | +13.8% | +3.7% |
| 6M | -20.1% | -23.5% | +3.4% | -9.7% |
| YTD | -36.3% | +13.8% | -50.2% | -45.9% |
| 1Y | -36.8% | +13.4% | -50.3% | -46.4% |
| 3Y | -9.5% | +62.8% | -72.3% | -40.8% |
| 5Y | +9.3% | +28.5% | -19.2% | -19.9% |
| 10Y | -11.0% | +95.4% | -106.3% | -55.5% |
| All | +39.7% | +486.7% | -446.9% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling