+134.5%
IBM vs LVS
-0.5%
+135.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -1.8% | -6.8% | +5.0% | -0.4% |
| 3M | -13.5% | -15.6% | +2.2% | -10.3% |
| 6M | -5.1% | -20.6% | +15.5% | -0.4% |
| YTD | -19.4% | -33.4% | +14.0% | -12.6% |
| 1Y | -6.5% | -20.1% | +13.6% | -3.0% |
| 3Y | +73.8% | -7.4% | +81.2% | +70.8% |
| 5Y | +116.3% | +8.5% | +107.8% | +94.0% |
| All | +134.5% | -0.5% | +135.0% | +113.4% |
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