-65.6%
FLUT vs LVS
-19.9%
-45.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +0.4% | -3.5% | +3.9% | +1.4% |
| 30D | +2.5% | -6.2% | +8.8% | +4.4% |
| 3M | -9.2% | -14.8% | +5.6% | -6.0% |
| 6M | -8.2% | -20.9% | +12.6% | -4.3% |
| YTD | -53.2% | -33.0% | -20.2% | -50.5% |
| 1Y | -65.6% | -20.0% | -45.6% | -63.4% |
| All | -65.6% | -19.9% | -45.7% | -63.4% |
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