+39.7%
LVS vs IT
+1,458.4%
-1,418.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.4% |
| 7D | -0.8% | +1.1% | -1.9% | -1.4% |
| 30D | +10.0% | -1.8% | +11.8% | +9.6% |
| 3M | -11.0% | +4.8% | -15.9% | -15.4% |
| 6M | -20.1% | +33.0% | -53.2% | -35.5% |
| YTD | -36.3% | -23.8% | -12.5% | -33.7% |
| 1Y | -36.8% | -16.5% | -20.3% | -37.5% |
| 3Y | -9.5% | -53.6% | +44.1% | +15.8% |
| 5Y | +9.3% | -42.1% | +51.4% | +19.4% |
| 10Y | -11.0% | +90.1% | -101.1% | -57.2% |
| All | +39.7% | +1,458.4% | -1,418.6% | -81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling