+48.7%
LVS vs ITW
+839.5%
-790.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.3% | +0.1% |
| 7D | -2.7% | -1.9% | -0.8% | -1.0% |
| 30D | -4.7% | -10.4% | +5.7% | +5.1% |
| 3M | -15.6% | +3.5% | -19.1% | -19.1% |
| 6M | -18.6% | -3.4% | -15.3% | -17.7% |
| YTD | -32.3% | +8.5% | -40.8% | -38.9% |
| 1Y | -18.0% | +3.2% | -21.3% | -22.9% |
| 3Y | -5.8% | +18.9% | -24.7% | -23.2% |
| 5Y | +5.7% | +35.0% | -29.3% | -26.0% |
| 10Y | 0.0% | +188.6% | -188.6% | -71.1% |
| All | +48.7% | +839.5% | -790.8% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling