+448.7%
FIX vs LVS
-11.1%
+459.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.6% |
| 7D | -17.5% | +11.1% | -28.5% | -20.0% |
| 30D | -41.6% | +14.7% | -56.2% | -43.9% |
| 3M | -40.6% | -10.9% | -29.6% | -38.9% |
| 6M | -49.4% | -22.3% | -27.0% | -46.0% |
| YTD | +9.2% | -35.8% | +45.0% | +22.8% |
| 1Y | +6.5% | -33.5% | +39.9% | +18.3% |
| 3Y | +448.7% | -11.7% | +460.4% | +406.8% |
| All | +448.7% | -11.1% | +459.9% | +406.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling