+3,604.4%
FIX vs LVS
-12.8%
+3,617.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.1% |
| 7D | +17.0% | -3.9% | +20.9% | +18.4% |
| 30D | -30.6% | +7.1% | -37.6% | -32.5% |
| 3M | -35.0% | -13.2% | -21.8% | -32.6% |
| 6M | -44.0% | -22.8% | -21.1% | -39.8% |
| YTD | +21.1% | -38.0% | +59.2% | +38.9% |
| 1Y | +16.3% | -39.5% | +55.7% | +34.5% |
| 3Y | +507.4% | -12.2% | +519.6% | +497.5% |
| 5Y | +1,052.1% | +6.4% | +1,045.6% | +887.6% |
| All | +3,604.4% | -12.8% | +3,617.2% | +3,226.0% |
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