+147.3%
IBM vs LVS
-10.5%
+157.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.4% |
| 7D | +1.6% | -0.8% | +2.4% | +1.7% |
| 30D | +9.2% | +10.0% | -0.8% | +6.9% |
| 3M | +4.9% | -11.0% | +16.0% | +7.4% |
| 6M | +16.8% | -20.1% | +36.9% | +22.2% |
| YTD | -14.3% | -36.3% | +22.1% | -6.3% |
| 1Y | -16.7% | -36.8% | +20.1% | -8.9% |
| 3Y | +82.2% | -9.5% | +91.8% | +79.8% |
| 5Y | +149.9% | +9.3% | +140.6% | +123.4% |
| All | +147.3% | -10.5% | +157.8% | +127.5% |
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