+52.3%
LVS vs IT
+1,411.9%
-1,359.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +2.0% |
| 7D | -1.5% | -6.0% | +4.5% | +1.3% |
| 30D | -3.2% | 0.0% | -3.2% | -3.9% |
| 3M | -12.0% | +13.1% | -25.0% | -20.6% |
| 6M | -19.9% | +11.7% | -31.6% | -28.4% |
| YTD | -30.6% | -26.1% | -4.5% | -25.0% |
| 1Y | -17.7% | -21.3% | +3.5% | -15.5% |
| 3Y | -14.2% | -46.7% | +32.5% | +2.4% |
| 5Y | +9.6% | -40.5% | +50.1% | +19.3% |
| 10Y | +5.7% | +103.9% | -98.2% | -50.8% |
| All | +52.3% | +1,411.9% | -1,359.6% | -78.5% |
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