-6.9%
LVS vs ITOT
+75.8%
-82.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.2% |
| 7D | -3.5% | -0.9% | -2.6% | -2.6% |
| 30D | -6.2% | -1.5% | -4.8% | -5.0% |
| 3M | -14.8% | +3.6% | -18.4% | -17.9% |
| 6M | -20.9% | +13.7% | -34.6% | -30.6% |
| YTD | -33.0% | +12.9% | -46.0% | -40.9% |
| 1Y | -20.0% | +17.2% | -37.2% | -32.0% |
| 3Y | -6.9% | +75.6% | -82.6% | -47.4% |
| All | -6.9% | +75.8% | -82.7% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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