+125.4%
FITB vs LVS
+55.3%
+70.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | +0.2% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +9.8% | +10.0% | -0.2% | +6.1% |
| 3M | -5.2% | -11.0% | +5.9% | -1.7% |
| 6M | +17.3% | -20.1% | +37.5% | +25.5% |
| YTD | +19.3% | -36.3% | +55.6% | +36.8% |
| 1Y | +32.7% | -36.8% | +69.5% | +52.4% |
| 3Y | +141.6% | -9.5% | +151.1% | +137.0% |
| 5Y | +48.9% | +9.3% | +39.6% | +29.0% |
| 10Y | +216.5% | -11.0% | +227.5% | +187.0% |
| All | +125.4% | +55.3% | +70.1% | +35.7% |
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