+401.5%
FDX vs LVS
+54.5%
+347.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.8% | +3.7% |
| 7D | +0.2% | +5.2% | -5.0% | -0.9% |
| 30D | +9.3% | +12.0% | -2.7% | +6.7% |
| 3M | +0.5% | -11.5% | +12.0% | +2.8% |
| 6M | +5.3% | -23.2% | +28.6% | +10.8% |
| YTD | +38.6% | -36.7% | +75.3% | +51.0% |
| 1Y | +53.5% | -36.8% | +90.3% | +67.3% |
| 3Y | +74.2% | -10.5% | +84.8% | +73.8% |
| 5Y | +75.3% | +5.1% | +70.2% | +64.5% |
| 10Y | +156.3% | -14.0% | +170.2% | +143.8% |
| All | +401.5% | +54.5% | +347.0% | +249.6% |
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