+0.7%
FPS vs LVS
-24.3%
+25.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.1% | -5.3% |
| 7D | -4.6% | -4.3% | -0.3% | -3.4% |
| 30D | -22.6% | -6.8% | -15.8% | -21.0% |
| 3M | -45.1% | -15.6% | -29.5% | -41.4% |
| 6M | -17.8% | -20.6% | +2.8% | -10.0% |
| All | +0.7% | -24.3% | +25.0% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling