+3,759.0%
FIX vs LVS
-12.1%
+3,771.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.5% | +5.5% |
| 7D | +6.4% | -1.3% | +7.7% | +6.8% |
| 30D | -29.1% | +12.2% | -41.3% | -32.1% |
| 3M | -31.1% | -11.3% | -19.9% | -29.0% |
| 6M | -42.8% | -21.6% | -21.2% | -38.9% |
| YTD | +24.6% | -36.6% | +61.2% | +41.9% |
| 1Y | +21.9% | -38.4% | +60.3% | +40.2% |
| 3Y | +524.9% | -10.2% | +535.1% | +510.3% |
| 5Y | +1,092.2% | +9.4% | +1,082.8% | +912.6% |
| 10Y | +3,759.0% | -11.3% | +3,770.3% | +3,337.4% |
| All | +3,759.0% | -12.1% | +3,771.1% | +3,337.4% |
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 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