+30.2%
LVS vs IOT
+61.2%
-31.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | +2.8% | -2.5% | -0.2% |
| 30D | -3.9% | -1.8% | -2.1% | -3.9% |
| 3M | -12.9% | +17.9% | -30.7% | -16.0% |
| 6M | -16.9% | +13.5% | -30.5% | -19.9% |
| YTD | -31.2% | +13.3% | -44.5% | -34.2% |
| 1Y | -16.4% | -3.3% | -13.1% | -18.1% |
| 3Y | -4.4% | +31.3% | -35.8% | -17.3% |
| All | +30.2% | +61.2% | -31.1% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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