-20.4%
LVS vs IAG
+84.7%
-105.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -4.3% | -4.1% | -0.2% | -4.0% |
| 30D | -6.8% | +10.6% | -17.5% | -7.5% |
| 3M | -15.6% | +35.4% | -51.0% | -17.7% |
| 6M | -20.6% | -9.5% | -11.1% | -20.0% |
| YTD | -33.4% | +21.8% | -55.2% | -34.3% |
| All | -20.4% | +84.7% | -105.1% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling