+5,993.3%
FIX vs LVS
+1.0%
+5,992.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.2% | +2.7% |
| 7D | +6.1% | +0.3% | +5.7% | +5.9% |
| 30D | -2.7% | -3.9% | +1.2% | -1.6% |
| 3M | -10.9% | -12.9% | +1.9% | -7.4% |
| 6M | +29.0% | -16.9% | +45.9% | +35.9% |
| YTD | +76.9% | -31.2% | +108.1% | +97.2% |
| 1Y | +130.7% | -16.4% | +147.2% | +139.6% |
| 3Y | +790.7% | -4.4% | +795.1% | +757.5% |
| 5Y | +2,185.6% | +6.7% | +2,178.9% | +1,879.2% |
| 10Y | +5,993.3% | +1.4% | +5,991.9% | +5,429.9% |
| All | +5,993.3% | +1.0% | +5,992.3% | +5,429.9% |
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