-66.1%
FIS vs LVS
+5.2%
-71.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.4% |
| 3M | -3.7% | -15.6% | +11.9% | +0.2% |
| 6M | -24.8% | -18.6% | -6.1% | -21.2% |
| YTD | -41.6% | -32.3% | -9.3% | -36.4% |
| 1Y | -42.7% | -18.0% | -24.7% | -40.8% |
| 3Y | -26.2% | -5.8% | -20.4% | -28.2% |
| 5Y | -66.1% | +5.7% | -71.9% | -69.7% |
| All | -66.1% | +5.2% | -71.3% | -69.7% |
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