-26.5%
FIS vs LVS
-6.8%
-19.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -9.1% | -2.7% | -6.4% | -8.5% |
| 30D | -10.4% | -4.7% | -5.8% | -9.5% |
| 3M | -3.7% | -15.6% | +11.9% | -0.2% |
| 6M | -24.8% | -18.6% | -6.1% | -21.5% |
| YTD | -41.6% | -32.3% | -9.3% | -37.0% |
| 1Y | -42.7% | -18.0% | -24.7% | -40.9% |
| All | -26.5% | -6.8% | -19.7% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling