-57.6%
FISV vs LVS
-7.9%
-49.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.5% | +4.9% | +5.3% |
| 7D | -2.7% | -3.5% | +0.8% | -2.2% |
| 30D | 0.0% | -6.2% | +6.3% | +1.0% |
| 3M | -2.8% | -14.8% | +12.0% | -0.6% |
| 6M | -11.8% | -20.9% | +9.0% | -9.0% |
| YTD | -23.2% | -33.0% | +9.8% | -19.5% |
| 1Y | -62.0% | -20.0% | -42.0% | -61.1% |
| 3Y | -57.6% | -6.9% | -50.7% | -58.9% |
| All | -57.6% | -7.9% | -49.8% | -58.9% |
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