+40.9%
LVS vs IP
+103.7%
-62.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | +11.1% | -5.1% | +16.1% | +14.5% |
| 30D | +14.7% | +8.5% | +6.2% | +8.7% |
| 3M | -10.9% | -13.8% | +2.9% | -3.1% |
| 6M | -22.3% | +5.7% | -28.1% | -27.6% |
| YTD | -35.8% | -9.1% | -26.7% | -35.9% |
| 1Y | -33.5% | -0.8% | -32.6% | -37.5% |
| 3Y | -11.7% | +14.8% | -26.5% | -32.0% |
| 5Y | +2.6% | -11.5% | +14.1% | -7.9% |
| 10Y | -11.9% | +27.9% | -39.8% | -44.9% |
| All | +40.9% | +103.7% | -62.7% | -54.5% |
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