+52.3%
LVS vs IAG
+241.7%
-189.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | 0.0% |
| 7D | -1.5% | -0.5% | -1.0% | -1.5% |
| 30D | -3.2% | +28.9% | -32.1% | -6.8% |
| 3M | -12.0% | +19.1% | -31.1% | -14.8% |
| 6M | -19.9% | -10.3% | -9.6% | -19.9% |
| YTD | -30.6% | +24.2% | -54.8% | -34.1% |
| 1Y | -17.7% | +116.5% | -134.2% | -28.2% |
| 3Y | -14.2% | +742.8% | -757.0% | -41.4% |
| 5Y | +9.6% | +753.3% | -743.7% | -28.9% |
| 10Y | +5.7% | +403.2% | -397.5% | -35.6% |
| All | +52.3% | +241.7% | -189.4% | -33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling