-6.9%
LVS vs INDA
+7.9%
-14.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | 0.0% |
| 7D | -3.5% | -2.7% | -0.8% | -2.0% |
| 30D | -6.2% | -2.8% | -3.5% | -4.8% |
| 3M | -14.8% | +1.6% | -16.5% | -15.6% |
| 6M | -20.9% | -1.4% | -19.4% | -20.4% |
| YTD | -33.0% | -10.1% | -22.9% | -29.1% |
| 1Y | -20.0% | -8.8% | -11.2% | -16.2% |
| 3Y | -6.9% | +7.6% | -14.5% | -14.2% |
| All | -6.9% | +7.9% | -14.8% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 3y: compounded portfolio wealth divided by compounded INDA 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…
3y analysis · Full analysis span regression · 6 months rolling