+1,027.6%
FIX vs LVS
+8.6%
+1,018.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | +9.4% | -0.8% | +10.3% | +9.6% |
| 30D | -27.8% | +10.0% | -37.8% | -29.6% |
| 3M | -35.6% | -11.0% | -24.5% | -34.1% |
| 6M | -45.2% | -20.1% | -25.1% | -42.7% |
| YTD | +19.5% | -36.3% | +55.8% | +31.6% |
| 1Y | +24.2% | -36.8% | +61.1% | +37.1% |
| 3Y | +494.2% | -9.5% | +503.7% | +479.8% |
| All | +1,027.6% | +8.6% | +1,018.9% | +953.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling