+5.3%
LVS vs IP
-12.0%
+17.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +11.1% | -5.1% | +16.1% | +12.9% |
| 30D | +14.7% | +8.5% | +6.2% | +11.5% |
| 3M | -10.9% | -13.8% | +2.9% | -6.7% |
| 6M | -22.3% | +5.7% | -28.1% | -25.0% |
| YTD | -35.8% | -9.1% | -26.7% | -35.1% |
| 1Y | -33.5% | -0.8% | -32.6% | -35.0% |
| 3Y | -11.7% | +14.8% | -26.5% | -25.4% |
| All | +5.3% | -12.0% | +17.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling