-9.5%
LVS vs IRM
+520.0%
-529.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +2.9% |
| 7D | -0.8% | +6.8% | -7.6% | -2.8% |
| 30D | +10.0% | +2.6% | +7.4% | +8.8% |
| 3M | -11.0% | -9.5% | -1.6% | -9.0% |
| 6M | -20.1% | -8.5% | -11.7% | -19.0% |
| YTD | -36.3% | +40.3% | -76.6% | -44.4% |
| 1Y | -36.8% | +28.7% | -65.5% | -43.3% |
| 3Y | -9.5% | +111.8% | -121.4% | -34.9% |
| 5Y | +9.3% | +189.1% | -179.8% | -31.6% |
| All | -9.5% | +520.0% | -529.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling