+72.2%
FDX vs LVS
-17.6%
+89.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | -2.3% | -2.7% | +0.4% | -1.9% |
| 30D | -4.9% | -4.7% | -0.2% | -4.2% |
| 3M | -6.5% | -15.6% | +9.1% | -3.7% |
| 6M | +6.7% | -18.6% | +25.3% | +10.3% |
| YTD | +33.9% | -32.3% | +66.1% | +39.8% |
| 1Y | +72.2% | -18.0% | +90.2% | +78.3% |
| All | +72.2% | -17.6% | +89.8% | +78.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling