-20.6%
LVS vs IP
+11.3%
-31.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +1.2% |
| 7D | +11.4% | -5.0% | +16.3% | +12.4% |
| 30D | +13.6% | +6.5% | +7.1% | +12.3% |
| 3M | -10.0% | -18.0% | +8.0% | -8.1% |
| 6M | -20.6% | +10.3% | -30.9% | -21.3% |
| All | -20.6% | +11.3% | -31.8% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling