+155.8%
FTNT vs LVS
+3.5%
+152.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.4% |
| 7D | +1.6% | -4.3% | +5.9% | +2.6% |
| 30D | -1.9% | -6.8% | +4.9% | -0.5% |
| 3M | +14.4% | -15.6% | +30.0% | +18.6% |
| 6M | +88.7% | -20.6% | +109.3% | +98.2% |
| YTD | +100.0% | -33.4% | +133.4% | +118.8% |
| 1Y | +99.9% | -20.1% | +120.0% | +107.4% |
| 3Y | +147.9% | -7.4% | +155.4% | +139.2% |
| 5Y | +155.8% | +8.5% | +147.3% | +121.3% |
| All | +155.8% | +3.5% | +152.3% | +121.3% |
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