+52.3%
LVS vs BWA
+678.6%
-626.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -2.0% |
| 7D | -1.5% | +5.7% | -7.2% | -4.7% |
| 30D | -3.2% | +1.4% | -4.6% | -4.5% |
| 3M | -12.0% | -12.1% | +0.1% | -6.5% |
| 6M | -19.9% | +28.6% | -48.5% | -33.6% |
| YTD | -30.6% | +51.1% | -81.7% | -49.5% |
| 1Y | -17.7% | +55.9% | -73.6% | -41.7% |
| 3Y | -14.2% | +70.1% | -84.3% | -44.9% |
| 5Y | +9.6% | +90.7% | -81.1% | -36.0% |
| 10Y | +5.7% | +154.0% | -148.3% | -54.5% |
| All | +52.3% | +678.6% | -626.4% | -65.9% |
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