+309.6%
IVV vs LVS
-12.6%
+322.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.7% |
| 7D | +0.1% | +5.2% | -5.1% | -1.2% |
| 30D | -3.3% | +12.0% | -15.3% | -6.0% |
| 3M | -2.4% | -11.5% | +9.1% | +0.3% |
| 6M | +2.6% | -23.2% | +25.8% | +8.8% |
| YTD | +11.3% | -36.7% | +48.0% | +22.8% |
| 1Y | +13.4% | -36.8% | +50.2% | +25.2% |
| 3Y | +80.3% | -10.5% | +90.8% | +77.0% |
| 5Y | +72.7% | +5.1% | +67.6% | +55.3% |
| 10Y | +309.6% | -14.0% | +323.6% | +272.8% |
| All | +309.6% | -12.6% | +322.2% | +272.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling