-2.9%
IBM vs LVS
-19.9%
+17.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.4% | +3.9% |
| 7D | +3.6% | -3.5% | +7.0% | +4.2% |
| 30D | +3.1% | -6.2% | +9.3% | +4.2% |
| 3M | -10.8% | -14.8% | +4.0% | -8.7% |
| 6M | -0.8% | -20.9% | +20.0% | +2.7% |
| YTD | -16.2% | -33.0% | +16.9% | -13.2% |
| 1Y | -2.9% | -20.0% | +17.1% | +0.7% |
| All | -2.9% | -19.9% | +17.0% | +0.7% |
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