-20.0%
LVS vs IVZ
+49.7%
-69.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | -6.2% | +3.0% | -9.3% | -6.6% |
| 3M | -14.8% | +14.9% | -29.7% | -16.7% |
| 6M | -20.9% | +36.7% | -57.6% | -25.6% |
| YTD | -33.0% | +25.7% | -58.7% | -36.2% |
| 1Y | -20.0% | +47.7% | -67.7% | -23.6% |
| All | -20.0% | +49.7% | -69.7% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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