+9.1%
LVS vs IQV
+488.0%
-478.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.3% | -5.3% | +1.0% | -2.1% |
| 30D | -6.8% | +5.5% | -12.3% | -9.0% |
| 3M | -15.6% | +41.2% | -56.9% | -28.1% |
| 6M | -20.6% | +50.5% | -71.1% | -34.5% |
| YTD | -33.4% | +14.1% | -47.6% | -38.9% |
| 1Y | -20.1% | +39.9% | -60.1% | -33.6% |
| 3Y | -7.4% | +20.5% | -27.9% | -21.4% |
| 5Y | +8.5% | -1.2% | +9.7% | -1.2% |
| 10Y | -1.7% | +233.9% | -235.5% | -50.6% |
| All | +9.1% | +488.0% | -478.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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