+70.2%
IWM vs LVS
-11.5%
+81.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.1% |
| 7D | +2.8% | -3.9% | +6.6% | +3.7% |
| 30D | +0.6% | +7.1% | -6.4% | -1.1% |
| 3M | -7.8% | -13.2% | +5.4% | -4.8% |
| 6M | -1.0% | -22.8% | +21.8% | +5.0% |
| YTD | +13.9% | -38.0% | +51.9% | +26.8% |
| 1Y | +15.4% | -39.5% | +54.9% | +29.3% |
| All | +70.2% | -11.5% | +81.6% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling