+25,988.7%
FIX vs LVS
+69.2%
+25,919.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | -1.5% | +7.5% | +6.3% |
| 30D | -7.2% | -3.2% | -4.0% | -6.7% |
| 3M | -15.9% | -12.0% | -3.9% | -13.9% |
| 6M | +12.7% | -19.9% | +32.6% | +17.5% |
| YTD | +72.8% | -30.6% | +103.4% | +84.9% |
| 1Y | +122.9% | -17.7% | +140.6% | +129.5% |
| 3Y | +774.3% | -14.2% | +788.5% | +779.5% |
| 5Y | +2,049.5% | +9.6% | +2,039.8% | +1,882.7% |
| 10Y | +5,821.5% | +5.7% | +5,815.8% | +5,305.0% |
| All | +25,988.7% | +69.2% | +25,919.5% | +17,648.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling