+123.6%
FITB vs LVS
+67.7%
+55.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +2.8% | +0.3% | +2.5% | +2.7% |
| 30D | -4.5% | -3.9% | -0.6% | -3.3% |
| 3M | +5.7% | -12.9% | +18.5% | +10.3% |
| 6M | +17.1% | -16.9% | +34.1% | +23.7% |
| YTD | +18.3% | -31.2% | +49.6% | +32.5% |
| 1Y | +23.9% | -16.4% | +40.3% | +28.6% |
| 3Y | +131.1% | -4.4% | +135.5% | +123.0% |
| 5Y | +71.1% | +6.7% | +64.4% | +48.9% |
| 10Y | +283.9% | +1.4% | +282.4% | +233.7% |
| All | +123.6% | +67.7% | +55.8% | +31.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling