+88.3%
F vs LVS
+56.6%
+31.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | +1.6% | +11.1% | -9.5% | -1.3% |
| 30D | +2.6% | +14.7% | -12.0% | -1.1% |
| 3M | -8.8% | -10.9% | +2.1% | -6.0% |
| 6M | +4.6% | -22.3% | +27.0% | +11.6% |
| YTD | -1.9% | -35.8% | +33.9% | +9.5% |
| 1Y | -0.8% | -33.5% | +32.7% | +9.6% |
| 3Y | +43.5% | -11.7% | +55.2% | +43.7% |
| 5Y | -12.1% | +2.6% | -14.7% | -18.0% |
| 10Y | +83.6% | -11.9% | +95.5% | +72.1% |
| All | +88.3% | +56.6% | +31.7% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling