-14.0%
LVS vs IP
+31.6%
-45.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.6% |
| 7D | +5.2% | -3.0% | +8.2% | +6.5% |
| 30D | +12.0% | +10.6% | +1.4% | +6.9% |
| 3M | -11.5% | -13.6% | +2.1% | -6.0% |
| 6M | -23.2% | +10.4% | -33.7% | -28.2% |
| YTD | -36.7% | -6.5% | -30.2% | -37.0% |
| 1Y | -36.8% | -2.1% | -34.7% | -38.7% |
| 3Y | -10.5% | +22.0% | -32.5% | -28.6% |
| 5Y | +5.1% | -9.7% | +14.8% | -1.8% |
| 10Y | -14.0% | +26.8% | -40.8% | -30.6% |
| All | -14.0% | +31.6% | -45.6% | -30.6% |
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