+212.3%
IEFA vs LVS
+51.0%
+161.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -0.5% | -2.7% | +2.3% | +0.2% |
| 30D | -1.1% | -4.7% | +3.6% | -0.1% |
| 3M | +5.1% | -15.6% | +20.6% | +9.0% |
| 6M | +9.3% | -18.6% | +28.0% | +14.1% |
| YTD | +13.0% | -32.3% | +45.2% | +22.4% |
| 1Y | +19.2% | -18.0% | +37.2% | +22.8% |
| 3Y | +67.0% | -5.8% | +72.8% | +62.6% |
| 5Y | +51.1% | +5.7% | +45.4% | +36.6% |
| 10Y | +146.5% | 0.0% | +146.5% | +113.2% |
| All | +212.3% | +51.0% | +161.3% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling