+46.5%
F vs LVS
+4.5%
+42.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.4% | -4.0% |
| 7D | +1.2% | +0.3% | +0.8% | +1.1% |
| 30D | +1.2% | -3.9% | +5.1% | +2.5% |
| 3M | -5.7% | -12.9% | +7.2% | -1.5% |
| 6M | +17.9% | -16.9% | +34.9% | +24.7% |
| YTD | +10.4% | -31.2% | +41.7% | +23.5% |
| 1Y | +25.3% | -16.4% | +41.7% | +29.9% |
| 3Y | +37.5% | -4.4% | +41.9% | +31.8% |
| 5Y | +46.5% | +6.7% | +39.9% | +26.9% |
| All | +46.5% | +4.5% | +42.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling