-37.1%
FIS vs LVS
-18.2%
-18.9%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | -2.2% | -3.2% | +1.0% | -1.7% |
| 3M | +2.1% | -12.0% | +14.1% | +4.0% |
| 6M | -14.7% | -19.9% | +5.2% | -12.2% |
| YTD | -35.7% | -30.6% | -5.1% | -33.4% |
| 1Y | -37.1% | -17.7% | -19.3% | -34.5% |
| All | -37.1% | -18.2% | -18.9% | -34.5% |
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 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