+23.7%
FITB vs LVS
-19.7%
+43.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.0% | -4.3% | +3.3% | -0.5% |
| 30D | -5.5% | -6.8% | +1.3% | -4.8% |
| 3M | +4.1% | -15.6% | +19.7% | +6.2% |
| 6M | +18.7% | -20.6% | +39.3% | +21.9% |
| YTD | +18.2% | -33.4% | +51.6% | +23.2% |
| 1Y | +23.7% | -20.1% | +43.8% | +25.4% |
| All | +23.7% | -19.7% | +43.3% | +25.4% |
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