-16.7%
IBM vs LVS
-37.7%
+21.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.6% |
| 3M | +4.9% | -11.0% | +16.0% | +7.8% |
| 6M | +16.8% | -20.1% | +36.9% | +22.3% |
| YTD | -14.3% | -36.3% | +22.1% | -9.8% |
| 1Y | -16.7% | -36.8% | +20.1% | -12.4% |
| All | -16.7% | -37.7% | +21.0% | -12.4% |
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 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