-3.3%
LVS vs IT
+103.1%
-106.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.3% | -4.7% | -1.2% |
| 7D | -3.5% | -3.7% | +0.2% | -2.4% |
| 30D | -6.2% | +0.1% | -6.3% | -6.7% |
| 3M | -14.8% | +20.7% | -35.5% | -22.3% |
| 6M | -20.9% | +12.0% | -32.8% | -26.5% |
| YTD | -33.0% | -28.8% | -4.2% | -27.3% |
| 1Y | -20.0% | -25.5% | +5.5% | -15.5% |
| 3Y | -6.9% | -48.8% | +41.8% | +10.2% |
| 5Y | +9.1% | -42.7% | +51.8% | +19.5% |
| All | -3.3% | +103.1% | -106.4% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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