+41.6%
LVS vs IP
+101.9%
-60.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +2.9% |
| 7D | +11.4% | -5.0% | +16.3% | +14.8% |
| 30D | +13.6% | +6.5% | +7.1% | +9.0% |
| 3M | -10.0% | -18.0% | +8.0% | +0.9% |
| 6M | -20.6% | +10.3% | -30.9% | -27.9% |
| YTD | -35.5% | -9.9% | -25.6% | -35.2% |
| 1Y | -32.9% | -1.1% | -31.8% | -36.8% |
| 3Y | -10.3% | +13.0% | -23.3% | -30.2% |
| 5Y | +3.1% | -12.3% | +15.4% | -7.0% |
| 10Y | -11.4% | +26.8% | -38.3% | -44.4% |
| All | +41.6% | +101.9% | -60.4% | -54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling