-71.1%
FIS vs LVS
+8.3%
-79.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.2% | +7.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.8% |
| 30D | -11.8% | +12.2% | -24.0% | -14.7% |
| 3M | -28.5% | -11.3% | -17.2% | -26.8% |
| 6M | -27.0% | -21.6% | -5.4% | -23.1% |
| YTD | -53.1% | -36.6% | -16.5% | -48.3% |
| 1Y | -52.8% | -38.4% | -14.4% | -47.5% |
| 3Y | -37.5% | -10.2% | -27.3% | -38.9% |
| 5Y | -71.1% | +9.4% | -80.5% | -74.3% |
| All | -71.1% | +8.3% | -79.3% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling