+2,072.5%
FTNT vs LVS
0.0%
+2,072.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -0.1% | -3.5% | +3.3% | +0.7% |
| 30D | -3.0% | -6.2% | +3.3% | -1.6% |
| 3M | +7.6% | -14.8% | +22.4% | +11.5% |
| 6M | +87.0% | -20.9% | +107.8% | +97.1% |
| YTD | +96.5% | -33.0% | +129.6% | +115.5% |
| 1Y | +92.9% | -20.0% | +113.0% | +100.6% |
| 3Y | +139.8% | -6.9% | +146.8% | +132.6% |
| 5Y | +151.3% | +9.1% | +142.2% | +122.5% |
| All | +2,072.5% | 0.0% | +2,072.4% | +1,757.1% |
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 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