+120.6%
IBM vs LVS
+5.2%
+115.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.6% |
| 7D | +3.6% | -2.7% | +6.3% | +3.9% |
| 30D | +1.5% | -4.7% | +6.2% | +2.2% |
| 3M | -12.9% | -15.6% | +2.7% | -10.9% |
| 6M | -3.9% | -18.6% | +14.7% | -1.2% |
| YTD | -17.3% | -32.3% | +14.9% | -13.4% |
| 1Y | -5.0% | -18.0% | +13.0% | -3.0% |
| 3Y | +78.2% | -5.8% | +84.1% | +75.6% |
| 5Y | +120.6% | +5.7% | +114.9% | +113.5% |
| All | +120.6% | +5.2% | +115.4% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling