-52.0%
FIG vs LVS
-37.7%
-14.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.1% |
| 7D | +3.4% | -0.8% | +4.2% | +3.6% |
| 30D | -9.5% | +10.0% | -19.4% | -12.0% |
| 3M | -26.2% | -11.0% | -15.2% | -23.9% |
| 6M | +2.7% | -20.1% | +22.8% | +10.5% |
| YTD | -48.0% | -36.3% | -11.6% | -38.5% |
| 1Y | -52.0% | -36.8% | -15.2% | -43.3% |
| All | -52.0% | -37.7% | -14.4% | -43.3% |
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