+8.5%
LVS vs IRM
+186.9%
-178.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.2% |
| 7D | -4.3% | -1.8% | -2.5% | -3.9% |
| 30D | -6.8% | -7.8% | +0.9% | -5.3% |
| 3M | -15.6% | -7.9% | -7.8% | -14.4% |
| 6M | -20.6% | +6.3% | -26.9% | -22.7% |
| YTD | -33.4% | +38.2% | -71.6% | -39.8% |
| 1Y | -20.1% | +19.8% | -40.0% | -25.2% |
| 3Y | -7.4% | +98.8% | -106.2% | -30.0% |
| 5Y | +8.5% | +191.8% | -183.3% | -29.5% |
| All | +8.5% | +186.9% | -178.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling