-80.3%
FIG vs LVS
-14.0%
-66.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.9% | -4.8% | -5.5% |
| 7D | -16.4% | +0.3% | -16.7% | -16.4% |
| 30D | -2.3% | -3.9% | +1.6% | -1.6% |
| 3M | +7.8% | -12.9% | +20.7% | +11.6% |
| 6M | -21.8% | -16.9% | -4.9% | -17.8% |
| YTD | -39.1% | -31.2% | -7.9% | -32.8% |
| 1Y | -56.6% | -16.4% | -40.2% | -54.2% |
| All | -80.3% | -14.0% | -66.3% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling