+261.1%
IYR vs LVS
+65.2%
+195.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | -0.9% | -2.7% | +1.8% | -0.4% |
| 30D | -2.4% | -4.7% | +2.3% | -1.4% |
| 3M | -2.0% | -15.6% | +13.6% | +1.3% |
| 6M | +2.5% | -18.6% | +21.1% | +6.4% |
| YTD | +8.3% | -32.3% | +40.6% | +16.2% |
| 1Y | +6.5% | -18.0% | +24.5% | +9.3% |
| 3Y | +29.3% | -5.8% | +35.2% | +26.5% |
| 5Y | +5.7% | +5.7% | -0.1% | -3.4% |
| 10Y | +69.2% | 0.0% | +69.2% | +49.0% |
| All | +261.1% | +65.2% | +195.9% | +135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling