+183.3%
FDX vs LVS
+1.8%
+181.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | -1.4% | -3.9% | +2.5% | -0.2% |
| 3M | -4.5% | -12.9% | +8.3% | -0.4% |
| 6M | +9.4% | -16.9% | +26.4% | +15.7% |
| YTD | +36.0% | -31.2% | +67.3% | +52.2% |
| 1Y | +75.5% | -16.4% | +91.9% | +82.2% |
| 3Y | +62.8% | -4.4% | +67.2% | +56.5% |
| 5Y | +64.4% | +6.7% | +57.7% | +42.1% |
| All | +183.3% | +1.8% | +181.5% | +146.6% |
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