-28.5%
FIS vs LVS
-10.2%
-18.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.2% | +6.1% |
| 7D | +1.5% | -1.3% | +2.8% | +1.0% |
| 30D | -11.8% | +12.2% | -24.0% | -12.4% |
| 3M | -28.5% | -11.3% | -17.2% | -21.2% |
| All | -28.5% | -10.2% | -18.3% | -21.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling