+48.7%
LVS vs ITOT
+821.6%
-772.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.7% |
| 7D | -2.7% | -0.4% | -2.4% | -2.2% |
| 30D | -4.7% | -1.6% | -3.1% | -2.5% |
| 3M | -15.6% | +3.5% | -19.1% | -20.4% |
| 6M | -18.6% | +13.1% | -31.8% | -32.9% |
| YTD | -32.3% | +12.7% | -45.0% | -43.9% |
| 1Y | -18.0% | +18.3% | -36.3% | -37.0% |
| 3Y | -5.8% | +76.4% | -82.2% | -60.9% |
| 5Y | +5.7% | +73.8% | -68.0% | -55.2% |
| 10Y | 0.0% | +301.2% | -301.2% | -89.5% |
| All | +48.7% | +821.6% | -772.9% | -95.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling