-40.6%
FIS vs LVS
0.0%
-40.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | 0.0% |
| 7D | -7.9% | -3.5% | -4.4% | -7.0% |
| 30D | -8.0% | -6.2% | -1.7% | -6.4% |
| 3M | +0.6% | -14.8% | +15.4% | +5.0% |
| 6M | -22.2% | -20.9% | -1.3% | -17.3% |
| YTD | -40.8% | -33.0% | -7.7% | -34.5% |
| 1Y | -41.5% | -20.0% | -21.5% | -38.8% |
| 3Y | -25.5% | -6.9% | -18.6% | -27.3% |
| 5Y | -64.8% | +9.1% | -73.9% | -68.8% |
| All | -40.6% | 0.0% | -40.6% | -48.2% |
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