-49.8%
FLUT vs LVS
+8.6%
-58.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -1.9% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +9.3% | +10.0% | -0.7% | +5.7% |
| 3M | -17.5% | -11.0% | -6.5% | -14.3% |
| 6M | -14.6% | -20.1% | +5.5% | -8.3% |
| YTD | -62.3% | -36.3% | -25.9% | -56.9% |
| 1Y | -59.6% | -36.8% | -22.8% | -53.8% |
| 3Y | -45.3% | -9.5% | -35.8% | -46.4% |
| All | -49.8% | +8.6% | -58.4% | -54.6% |
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