+144.8%
FIS vs LVS
+54.7%
+90.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.4% | +8.2% | +6.9% |
| 7D | +1.5% | -1.3% | +2.8% | +1.7% |
| 30D | -11.8% | +12.2% | -24.0% | -13.6% |
| 3M | -28.5% | -11.3% | -17.2% | -27.5% |
| 6M | -27.0% | -21.6% | -5.4% | -24.7% |
| YTD | -53.1% | -36.6% | -16.5% | -50.2% |
| 1Y | -52.8% | -38.4% | -14.4% | -49.7% |
| 3Y | -37.5% | -10.2% | -27.3% | -37.8% |
| 5Y | -71.1% | +9.4% | -80.5% | -72.5% |
| 10Y | -52.0% | -11.3% | -40.7% | -54.2% |
| All | +144.8% | +54.7% | +90.1% | +110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling