+66.9%
IYR vs LVS
0.0%
+66.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -0.7% |
| 30D | -2.7% | -6.2% | +3.6% | -1.5% |
| 3M | -2.1% | -14.8% | +12.7% | +0.9% |
| 6M | +3.6% | -20.9% | +24.4% | +8.0% |
| YTD | +8.1% | -33.0% | +41.2% | +16.1% |
| 1Y | +4.7% | -20.0% | +24.7% | +7.8% |
| 3Y | +29.1% | -6.9% | +36.0% | +26.1% |
| 5Y | +6.9% | +9.1% | -2.2% | -3.5% |
| All | +66.9% | 0.0% | +66.9% | +50.5% |
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