+776.3%
FLUT vs LVS
+69.2%
+707.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | -1.5% | -0.2% | -1.6% |
| 30D | +7.7% | -3.2% | +11.0% | +8.0% |
| 3M | -0.7% | -12.0% | +11.3% | 0.0% |
| 6M | -11.2% | -19.9% | +8.7% | -10.1% |
| YTD | -53.4% | -30.6% | -22.8% | -52.6% |
| 1Y | -65.8% | -17.7% | -48.0% | -65.5% |
| 3Y | -44.9% | -14.2% | -30.7% | -44.8% |
| 5Y | -49.7% | +9.6% | -59.3% | -50.3% |
| 10Y | -9.7% | +5.7% | -15.4% | -11.1% |
| All | +776.3% | +69.2% | +707.1% | +740.1% |
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