+121.3%
F vs LVS
+69.2%
+52.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | -1.5% | +6.8% | +5.7% |
| 30D | +4.6% | -3.2% | +7.8% | +5.5% |
| 3M | -3.7% | -12.0% | +8.3% | -0.4% |
| 6M | +16.8% | -19.9% | +36.7% | +23.5% |
| YTD | +15.3% | -30.6% | +45.9% | +26.0% |
| 1Y | +31.0% | -17.7% | +48.8% | +35.8% |
| 3Y | +45.4% | -14.2% | +59.7% | +46.6% |
| 5Y | +54.7% | +9.6% | +45.0% | +40.9% |
| 10Y | +98.2% | +5.7% | +92.6% | +77.4% |
| All | +121.3% | +69.2% | +52.1% | +51.1% |
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