+52.3%
LVS vs IRM
+1,491.4%
-1,439.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -1.1% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -3.2% | -8.1% | +4.9% | +0.3% |
| 3M | -12.0% | -9.7% | -2.3% | -8.5% |
| 6M | -19.9% | +10.0% | -29.9% | -25.0% |
| YTD | -30.6% | +43.0% | -73.6% | -43.6% |
| 1Y | -17.7% | +32.7% | -50.4% | -31.3% |
| 3Y | -14.2% | +102.7% | -116.9% | -45.5% |
| 5Y | +9.6% | +187.6% | -177.9% | -44.5% |
| 10Y | +5.7% | +420.1% | -414.4% | -65.6% |
| All | +52.3% | +1,491.4% | -1,439.2% | -76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling