+34.1%
FITB vs LVS
-31.5%
+65.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.5% | -5.0% | +0.5% |
| 7D | +2.3% | +13.4% | -11.1% | +0.5% |
| 30D | +7.7% | +12.2% | -4.5% | +5.9% |
| 3M | -4.5% | -10.7% | +6.3% | -3.3% |
| 6M | +12.5% | -19.8% | +32.3% | +15.7% |
| YTD | +19.8% | -35.8% | +55.6% | +26.2% |
| 1Y | +34.1% | -31.8% | +65.9% | +39.2% |
| All | +34.1% | -31.5% | +65.7% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling