+405.3%
FISV vs LVS
+65.2%
+340.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.5% | -2.9% | -4.1% |
| 7D | -6.4% | -2.7% | -3.7% | -6.0% |
| 30D | -6.8% | -4.7% | -2.2% | -6.2% |
| 3M | -10.0% | -15.6% | +5.6% | -7.8% |
| 6M | -20.6% | -18.6% | -2.0% | -18.4% |
| YTD | -27.6% | -32.3% | +4.7% | -23.8% |
| 1Y | -64.3% | -18.0% | -46.3% | -63.6% |
| 3Y | -60.0% | -5.8% | -54.2% | -60.5% |
| 5Y | -57.7% | +5.7% | -63.4% | -59.9% |
| 10Y | -3.0% | 0.0% | -3.0% | -9.0% |
| All | +405.3% | +65.2% | +340.1% | +331.2% |
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