+68.2%
IVV vs LVS
+1.5%
+66.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.7% | +11.1% | -13.8% | -4.7% |
| 30D | -5.4% | +14.7% | -20.0% | -8.0% |
| 3M | -4.1% | -10.9% | +6.9% | -2.0% |
| 6M | +0.7% | -22.3% | +23.1% | +5.5% |
| YTD | +8.7% | -35.8% | +44.5% | +17.7% |
| 1Y | +11.0% | -33.5% | +44.4% | +19.2% |
| 3Y | +75.4% | -11.7% | +87.1% | +72.1% |
| All | +68.2% | +1.5% | +66.6% | +54.1% |
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 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