-51.1%
FIS vs LVS
-31.5%
-19.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.5% | -30.2% | -24.5% |
| 7D | -18.4% | +13.4% | -31.8% | -20.8% |
| 30D | -11.4% | +12.2% | -23.6% | -13.8% |
| 3M | -32.0% | -10.7% | -21.2% | -29.5% |
| 6M | -35.6% | -19.8% | -15.8% | -31.6% |
| YTD | -53.8% | -35.8% | -18.0% | -48.8% |
| 1Y | -51.1% | -31.8% | -19.3% | -47.5% |
| All | -51.1% | -31.5% | -19.6% | -47.5% |
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