-52.4%
FIS vs LVS
-10.5%
-41.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | +2.8% | -0.8% | +3.7% | +3.1% |
| 30D | -16.7% | +10.0% | -26.7% | -19.3% |
| 3M | -32.3% | -11.0% | -21.3% | -30.5% |
| 6M | -29.1% | -20.1% | -8.9% | -25.1% |
| YTD | -54.1% | -36.3% | -17.8% | -48.9% |
| 1Y | -53.7% | -36.8% | -16.9% | -48.3% |
| 3Y | -38.8% | -9.5% | -29.3% | -40.2% |
| 5Y | -71.1% | +9.3% | -80.4% | -74.5% |
| All | -52.4% | -10.5% | -41.9% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling