-31.8%
LVS vs IRE
-97.6%
+65.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -23.2% | +29.7% | +6.6% |
| 7D | +13.4% | -46.8% | +60.2% | +13.9% |
| 30D | +12.2% | -75.5% | +87.7% | +13.6% |
| 3M | -10.7% | -79.4% | +68.7% | -9.7% |
| 6M | -19.8% | -91.3% | +71.4% | -18.6% |
| YTD | -35.8% | -90.8% | +55.0% | -35.7% |
| 1Y | -31.8% | -97.7% | +65.9% | -29.7% |
| All | -31.8% | -97.6% | +65.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling