+50.9%
LVS vs IEF
+93.0%
-42.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -1.0% |
| 7D | +0.3% | +0.1% | +0.3% | +0.4% |
| 30D | -3.9% | -0.7% | -3.2% | -5.0% |
| 3M | -12.9% | -0.4% | -12.4% | -13.5% |
| 6M | -16.9% | -2.5% | -14.5% | -20.2% |
| YTD | -31.2% | -1.6% | -29.7% | -33.0% |
| 1Y | -16.4% | -1.3% | -15.1% | -18.1% |
| 3Y | -4.4% | +10.1% | -14.5% | +10.0% |
| 5Y | +6.7% | -8.3% | +15.0% | -14.2% |
| 10Y | +1.4% | +4.5% | -3.0% | +9.1% |
| All | +50.9% | +93.0% | -42.1% | +422.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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