+405.3%
FDX vs LVS
+69.2%
+336.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | +3.8% | -3.2% | +7.0% | +4.4% |
| 3M | -1.3% | -12.0% | +10.7% | +1.1% |
| 6M | +5.0% | -19.9% | +24.9% | +9.6% |
| YTD | +39.6% | -30.6% | +70.3% | +49.5% |
| 1Y | +81.1% | -17.7% | +98.9% | +86.4% |
| 3Y | +63.0% | -14.2% | +77.3% | +63.9% |
| 5Y | +65.6% | +9.6% | +56.0% | +53.5% |
| 10Y | +183.4% | +5.7% | +177.7% | +159.6% |
| All | +405.3% | +69.2% | +336.1% | +246.1% |
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