+67.5%
FERG vs LVS
+3.5%
+64.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -1.0% | -4.3% | +3.3% | -0.1% |
| 30D | -11.8% | -6.8% | -5.0% | -10.6% |
| 3M | -1.2% | -15.6% | +14.4% | +2.0% |
| 6M | -2.3% | -20.6% | +18.3% | +1.9% |
| YTD | +0.8% | -33.4% | +34.2% | +8.6% |
| 1Y | +0.5% | -20.1% | +20.6% | +3.9% |
| 3Y | +51.4% | -7.4% | +58.8% | +48.0% |
| 5Y | +67.5% | +8.5% | +59.0% | +57.7% |
| All | +67.5% | +3.5% | +64.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling