-9.5%
LVS vs IT
-53.3%
+43.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +10.0% | -1.8% | +11.8% | +9.9% |
| 3M | -11.0% | +4.8% | -15.9% | -12.3% |
| 6M | -20.1% | +33.0% | -53.2% | -25.3% |
| YTD | -36.3% | -23.8% | -12.5% | -33.6% |
| 1Y | -36.8% | -16.5% | -20.3% | -35.6% |
| 3Y | -9.5% | -53.6% | +44.1% | +1.4% |
| All | -9.5% | -53.3% | +43.7% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling