+40.0%
IWM vs LVS
+4.5%
+35.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +1.4% | +0.3% | +1.1% | +1.3% |
| 30D | -2.3% | -3.9% | +1.6% | -1.3% |
| 3M | +4.0% | -12.9% | +16.8% | +7.5% |
| 6M | +17.9% | -16.9% | +34.9% | +23.1% |
| YTD | +20.2% | -31.2% | +51.5% | +31.3% |
| 1Y | +25.0% | -16.4% | +41.4% | +28.6% |
| 3Y | +66.0% | -4.4% | +70.4% | +60.0% |
| 5Y | +40.0% | +6.7% | +33.4% | +24.9% |
| All | +40.0% | +4.5% | +35.5% | +24.9% |
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