+84.1%
F vs LVS
+0.3%
+83.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.5% | -3.4% |
| 7D | -4.9% | -2.7% | -2.2% | -3.8% |
| 30D | -2.9% | -4.7% | +1.8% | -1.1% |
| 3M | -9.1% | -15.6% | +6.5% | -3.2% |
| 6M | +12.9% | -18.6% | +31.6% | +21.5% |
| YTD | +6.1% | -32.3% | +38.3% | +21.4% |
| 1Y | +22.5% | -18.0% | +40.5% | +28.6% |
| 3Y | +32.1% | -5.8% | +37.9% | +27.2% |
| 5Y | +43.7% | +5.7% | +38.0% | +23.1% |
| 10Y | +84.1% | 0.0% | +84.1% | +58.2% |
| All | +84.1% | +0.3% | +83.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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