-37.7%
LVS vs IP
-2.1%
-35.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.0% |
| 7D | +5.2% | -3.0% | +8.2% | +5.8% |
| 30D | +12.0% | +10.6% | +1.4% | +9.5% |
| 3M | -11.5% | -13.6% | +2.1% | -9.2% |
| 6M | -23.2% | +10.4% | -33.7% | -25.4% |
| YTD | -36.7% | -6.5% | -30.2% | -34.8% |
| All | -37.7% | -2.1% | -35.5% | -36.6% |
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 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