+14.4%
FIX vs LVS
-31.5%
+45.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.5% | -21.6% | -15.2% |
| 7D | -18.9% | +13.4% | -32.3% | -19.7% |
| 30D | -36.3% | +12.2% | -48.5% | -36.8% |
| 3M | -38.5% | -10.7% | -27.8% | -37.4% |
| 6M | -42.3% | -19.8% | -22.4% | -39.8% |
| YTD | +17.1% | -35.8% | +52.9% | +28.1% |
| 1Y | +14.4% | -31.8% | +46.2% | +20.3% |
| All | +14.4% | -31.5% | +45.9% | +20.3% |
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