+14.5%
FIX vs LVS
-37.4%
+51.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.4% | +10.8% | +9.4% |
| 7D | -7.2% | +5.2% | -12.4% | -7.4% |
| 30D | -35.1% | +12.0% | -47.1% | -35.7% |
| 3M | -34.3% | -11.5% | -22.8% | -33.1% |
| 6M | -42.9% | -23.2% | -19.7% | -39.9% |
| YTD | +19.5% | -36.7% | +56.1% | +31.4% |
| All | +14.5% | -37.4% | +51.9% | +28.4% |
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 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