+50.9%
LVS vs IVZ
+459.2%
-408.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.3% |
| 7D | +0.3% | +1.1% | -0.8% | -0.3% |
| 30D | -3.9% | +3.1% | -7.0% | -5.7% |
| 3M | -12.9% | +18.2% | -31.0% | -21.5% |
| 6M | -16.9% | +38.6% | -55.6% | -32.1% |
| YTD | -31.2% | +25.9% | -57.2% | -41.3% |
| 1Y | -16.4% | +51.7% | -68.1% | -36.2% |
| 3Y | -4.4% | +138.7% | -143.1% | -46.7% |
| 5Y | +6.7% | +62.8% | -56.1% | -28.8% |
| 10Y | +1.4% | +60.9% | -59.5% | -42.4% |
| All | +50.9% | +459.2% | -408.2% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling