+663.0%
IJH vs LVS
+62.5%
+600.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.7% | -0.6% |
| 7D | -2.5% | -4.3% | +1.8% | -1.7% |
| 30D | -5.0% | -6.8% | +1.8% | -3.8% |
| 3M | +0.5% | -15.6% | +16.2% | +3.7% |
| 6M | +8.2% | -20.6% | +28.8% | +12.7% |
| YTD | +12.5% | -33.4% | +45.9% | +20.7% |
| 1Y | +14.4% | -20.1% | +34.5% | +18.1% |
| 3Y | +49.5% | -7.4% | +56.9% | +47.9% |
| 5Y | +47.8% | +8.5% | +39.3% | +37.6% |
| 10Y | +180.4% | -1.7% | +182.1% | +159.8% |
| All | +663.0% | +62.5% | +600.6% | +438.1% |
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