-31.8%
LVS vs ITW
+24.0%
-55.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +6.0% |
| 7D | +13.4% | +6.3% | +7.1% | +12.2% |
| 30D | +12.2% | +11.1% | +1.1% | +10.4% |
| 3M | -10.7% | +0.1% | -10.8% | -11.1% |
| 6M | -19.8% | +18.1% | -37.9% | -22.2% |
| YTD | -35.8% | +21.4% | -57.2% | -37.3% |
| 1Y | -31.8% | +22.9% | -54.7% | -33.8% |
| All | -31.8% | +24.0% | -55.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling