-31.8%
LVS vs IP
+2.3%
-34.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.5% | +5.0% | +6.1% |
| 7D | +13.4% | +3.4% | +10.0% | +12.5% |
| 30D | +12.2% | +11.2% | +1.0% | +9.6% |
| 3M | -10.7% | -14.8% | +4.0% | -8.1% |
| 6M | -19.8% | +17.3% | -37.1% | -23.4% |
| YTD | -35.8% | -6.2% | -29.6% | -34.0% |
| 1Y | -31.8% | +2.3% | -34.1% | -31.8% |
| All | -31.8% | +2.3% | -34.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling