+8.5%
LVS vs INDA
+4.5%
+4.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -0.8% |
| 7D | -4.3% | -3.6% | -0.7% | -1.5% |
| 30D | -6.8% | -4.0% | -2.9% | -3.9% |
| 3M | -15.6% | +1.7% | -17.3% | -16.9% |
| 6M | -20.6% | -3.6% | -17.0% | -18.6% |
| YTD | -33.4% | -11.0% | -22.4% | -27.2% |
| 1Y | -20.1% | -9.5% | -10.6% | -14.1% |
| 3Y | -7.4% | +7.6% | -15.1% | -17.8% |
| 5Y | +8.5% | +4.8% | +3.7% | -4.8% |
| All | +8.5% | +4.5% | +4.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling