-3.3%
LVS vs ITW
+194.8%
-198.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.2% |
| 7D | -3.5% | -0.7% | -2.7% | -3.0% |
| 30D | -6.2% | -8.3% | +2.1% | -0.9% |
| 3M | -14.8% | +6.0% | -20.9% | -18.6% |
| 6M | -20.9% | 0.0% | -20.8% | -21.8% |
| YTD | -33.0% | +10.2% | -43.3% | -38.4% |
| 1Y | -20.0% | +3.2% | -23.2% | -23.2% |
| 3Y | -6.9% | +21.0% | -27.9% | -19.9% |
| 5Y | +9.1% | +37.9% | -28.8% | -15.3% |
| All | -3.3% | +194.8% | -198.1% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling