+6.1%
IYR vs LVS
+3.5%
+2.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -2.8% | -4.3% | +1.5% | -2.2% |
| 30D | -2.5% | -6.8% | +4.3% | -1.6% |
| 3M | -3.0% | -15.6% | +12.7% | -0.7% |
| 6M | +1.6% | -20.6% | +22.2% | +4.7% |
| YTD | +7.3% | -33.4% | +40.7% | +13.1% |
| 1Y | +5.6% | -20.1% | +25.8% | +7.9% |
| 3Y | +28.1% | -7.4% | +35.5% | +25.4% |
| 5Y | +6.1% | +8.5% | -2.4% | -1.8% |
| All | +6.1% | +3.5% | +2.6% | -1.8% |
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