+44.7%
IBKR vs LVS
-18.2%
+62.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | -3.3% | -1.5% | -1.8% | -2.9% |
| 30D | +4.5% | -3.2% | +7.7% | +5.3% |
| 3M | +6.5% | -12.0% | +18.5% | +10.4% |
| 6M | +34.2% | -19.9% | +54.1% | +42.8% |
| YTD | +44.5% | -30.6% | +75.1% | +59.3% |
| 1Y | +44.7% | -17.7% | +62.4% | +54.6% |
| All | +44.7% | -18.2% | +62.9% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling