+5.7%
LVS vs IBN
+54.0%
-48.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.9% |
| 7D | -2.7% | -5.1% | +2.4% | -1.0% |
| 30D | -4.7% | -3.5% | -1.2% | -3.6% |
| 3M | -15.6% | +11.3% | -26.9% | -18.7% |
| 6M | -18.6% | +4.4% | -23.1% | -20.1% |
| YTD | -32.3% | -1.8% | -30.5% | -32.1% |
| 1Y | -18.0% | -8.0% | -10.0% | -16.4% |
| 3Y | -5.8% | +27.1% | -32.9% | -17.9% |
| 5Y | +5.7% | +54.5% | -48.8% | -21.9% |
| All | +5.7% | +54.0% | -48.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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