-9.5%
LVS vs IP
+20.8%
-30.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.1% |
| 7D | -0.8% | -0.3% | -0.5% | -0.7% |
| 30D | +10.0% | +7.9% | +2.1% | +6.1% |
| 3M | -11.0% | -15.3% | +4.3% | -4.7% |
| 6M | -20.1% | +10.5% | -30.7% | -25.4% |
| YTD | -36.3% | -9.4% | -27.0% | -35.8% |
| 1Y | -36.8% | -4.6% | -32.2% | -38.1% |
| 3Y | -9.5% | +21.2% | -30.8% | -27.9% |
| 5Y | +9.3% | -13.3% | +22.6% | +4.1% |
| All | -9.5% | +20.8% | -30.3% | -24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling