+990.2%
IBKR vs LVS
0.0%
+990.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.6% | +2.0% |
| 7D | -1.3% | -3.5% | +2.1% | -0.2% |
| 30D | -0.2% | -6.2% | +6.0% | +1.7% |
| 3M | +3.0% | -14.8% | +17.8% | +7.9% |
| 6M | +33.9% | -20.9% | +54.7% | +43.4% |
| YTD | +42.5% | -33.0% | +75.5% | +60.1% |
| 1Y | +44.9% | -20.0% | +64.9% | +53.0% |
| 3Y | +293.0% | -6.9% | +299.9% | +283.4% |
| 5Y | +497.7% | +9.1% | +488.6% | +420.9% |
| All | +990.2% | 0.0% | +990.2% | +870.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling