+313.7%
IVV vs LVS
+1.0%
+312.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | -1.0% | -3.9% | +2.9% | -0.1% |
| 3M | +3.9% | -12.9% | +16.7% | +7.1% |
| 6M | +14.5% | -16.9% | +31.4% | +19.1% |
| YTD | +12.9% | -31.2% | +44.2% | +22.4% |
| 1Y | +19.4% | -16.4% | +35.8% | +22.6% |
| 3Y | +78.8% | -4.4% | +83.2% | +73.0% |
| 5Y | +82.2% | +6.7% | +75.5% | +63.1% |
| 10Y | +313.7% | +1.4% | +312.2% | +259.5% |
| All | +313.7% | +1.0% | +312.6% | +259.5% |
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 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