-36.7%
LVS vs IP
-3.2%
-33.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +6.7% | 0.0% | +6.7% | +6.6% |
| 30D | +13.8% | +9.4% | +4.4% | +11.5% |
| 3M | -9.5% | -14.1% | +4.6% | -7.0% |
| 6M | -22.0% | +9.2% | -31.2% | -24.0% |
| YTD | -35.7% | -7.5% | -28.1% | -33.6% |
| 1Y | -36.7% | -2.8% | -33.9% | -35.4% |
| All | -36.7% | -3.2% | -33.5% | -35.4% |
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