+8.5%
LVS vs IAG
+796.9%
-788.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.5% |
| 7D | -4.3% | -4.1% | -0.2% | -3.9% |
| 30D | -6.8% | +10.6% | -17.5% | -7.7% |
| 3M | -15.6% | +35.4% | -51.0% | -18.3% |
| 6M | -20.6% | -9.5% | -11.1% | -20.5% |
| YTD | -33.4% | +21.8% | -55.2% | -35.4% |
| 1Y | -20.1% | +84.1% | -104.3% | -25.8% |
| 3Y | -7.4% | +817.4% | -824.8% | -30.9% |
| 5Y | +8.5% | +830.1% | -821.6% | -20.4% |
| All | +8.5% | +796.9% | -788.4% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling