+16.3%
FIX vs LVS
-39.8%
+56.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -2.8% |
| 7D | +17.0% | -3.9% | +20.9% | +17.0% |
| 30D | -30.6% | +7.1% | -37.6% | -31.1% |
| 3M | -35.0% | -13.2% | -21.8% | -33.9% |
| 6M | -44.0% | -22.8% | -21.1% | -41.4% |
| YTD | +21.1% | -38.0% | +59.2% | +34.4% |
| 1Y | +16.3% | -39.5% | +55.7% | +32.5% |
| All | +16.3% | -39.8% | +56.0% | +32.5% |
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 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