+125.0%
FITB vs LVS
+69.2%
+55.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +0.6% | -1.5% | +2.1% | +1.1% |
| 30D | -4.7% | -3.2% | -1.5% | -3.8% |
| 3M | +6.7% | -12.0% | +18.7% | +11.0% |
| 6M | +12.6% | -19.9% | +32.5% | +20.4% |
| YTD | +19.1% | -30.6% | +49.8% | +33.0% |
| 1Y | +22.6% | -17.7% | +40.4% | +28.0% |
| 3Y | +127.1% | -14.2% | +141.3% | +127.3% |
| 5Y | +71.8% | +9.6% | +62.2% | +48.1% |
| 10Y | +287.2% | +5.7% | +281.5% | +232.1% |
| All | +125.0% | +69.2% | +55.8% | +32.0% |
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