+35.4%
LVS vs INDA
+111.6%
-76.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | +0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.9% |
| 30D | -3.9% | -2.5% | -1.4% | -2.3% |
| 3M | -12.9% | +4.0% | -16.8% | -15.0% |
| 6M | -16.9% | -1.8% | -15.1% | -16.3% |
| YTD | -31.2% | -9.2% | -22.1% | -27.2% |
| 1Y | -16.4% | -7.2% | -9.2% | -12.9% |
| 3Y | -4.4% | +9.8% | -14.3% | -11.0% |
| 5Y | +6.7% | +7.5% | -0.8% | +1.1% |
| 10Y | +1.4% | +80.8% | -79.3% | -30.5% |
| All | +35.4% | +111.6% | -76.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling