+3,800.0%
FIX vs LVS
-12.6%
+3,812.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.4% | +10.8% | +9.8% |
| 7D | -7.2% | +5.2% | -12.4% | -9.2% |
| 30D | -35.1% | +12.0% | -47.1% | -37.8% |
| 3M | -34.3% | -11.5% | -22.8% | -32.2% |
| 6M | -42.9% | -23.2% | -19.7% | -38.6% |
| YTD | +19.5% | -36.7% | +56.1% | +36.0% |
| 1Y | +16.8% | -36.8% | +53.6% | +33.1% |
| 3Y | +506.7% | -10.5% | +517.2% | +493.6% |
| 5Y | +1,046.7% | +5.1% | +1,041.6% | +891.2% |
| 10Y | +3,800.0% | -14.0% | +3,813.9% | +3,381.5% |
| All | +3,800.0% | -12.6% | +3,812.6% | +3,381.5% |
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