+52.3%
LVS vs IP
+119.6%
-67.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.7% |
| 7D | -1.5% | -5.3% | +3.8% | +1.7% |
| 30D | -3.2% | -10.9% | +7.6% | +3.6% |
| 3M | -12.0% | +11.2% | -23.1% | -19.6% |
| 6M | -19.9% | -10.2% | -9.7% | -18.3% |
| YTD | -30.6% | -2.0% | -28.7% | -33.5% |
| 1Y | -17.7% | -19.1% | +1.4% | -12.5% |
| 3Y | -14.2% | +20.9% | -35.1% | -35.8% |
| 5Y | +9.6% | -17.8% | +27.4% | +4.2% |
| 10Y | +5.7% | +23.5% | -17.8% | -31.6% |
| All | +52.3% | +119.6% | -67.4% | -52.8% |
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