+407.5%
FDX vs LVS
+54.7%
+352.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | +10.4% | +12.2% | -1.8% | +7.7% |
| 3M | +0.5% | -11.3% | +11.7% | +2.8% |
| 6M | +6.5% | -21.6% | +28.1% | +11.5% |
| YTD | +40.2% | -36.6% | +76.8% | +52.7% |
| 1Y | +52.1% | -38.4% | +90.5% | +66.5% |
| 3Y | +72.8% | -10.2% | +83.0% | +72.3% |
| 5Y | +76.3% | +9.4% | +66.9% | +64.1% |
| 10Y | +155.7% | -11.3% | +167.1% | +142.0% |
| All | +407.5% | +54.7% | +352.8% | +253.6% |
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 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