+5.0%
LVS vs IAG
+421.7%
-416.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | -0.8% | -7.7% | +6.8% | -0.2% |
| 30D | +10.0% | +1.6% | +8.4% | +9.7% |
| 3M | -11.0% | -2.4% | -8.6% | -11.1% |
| 6M | -20.1% | -7.8% | -12.3% | -20.2% |
| YTD | -36.3% | +5.0% | -41.4% | -37.5% |
| 1Y | -36.8% | +25.7% | -62.5% | -39.1% |
| 3Y | -9.5% | +694.5% | -704.0% | -30.8% |
| All | +5.0% | +421.7% | -416.7% | -6.1% |
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