+282.0%
FITB vs LVS
-0.5%
+282.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +1.1% |
| 7D | -1.0% | -4.3% | +3.3% | +0.7% |
| 30D | -5.5% | -6.8% | +1.3% | -3.0% |
| 3M | +4.1% | -15.6% | +19.7% | +10.9% |
| 6M | +18.7% | -20.6% | +39.3% | +28.8% |
| YTD | +18.2% | -33.4% | +51.6% | +36.7% |
| 1Y | +23.7% | -20.1% | +43.8% | +31.3% |
| 3Y | +130.8% | -7.4% | +138.2% | +121.3% |
| 5Y | +69.8% | +8.5% | +61.3% | +37.5% |
| All | +282.0% | -0.5% | +282.5% | +234.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling