+29.1%
IYR vs LVS
-7.9%
+37.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -0.9% |
| 30D | -2.7% | -6.2% | +3.6% | -1.8% |
| 3M | -2.1% | -14.8% | +12.7% | -0.1% |
| 6M | +3.6% | -20.9% | +24.4% | +6.6% |
| YTD | +8.1% | -33.0% | +41.2% | +13.9% |
| 1Y | +4.7% | -20.0% | +24.7% | +6.7% |
| 3Y | +29.1% | -6.9% | +36.0% | +23.9% |
| All | +29.1% | -7.9% | +37.0% | +23.9% |
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 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