+9,374.7%
FTNT vs LVS
+287.6%
+9,087.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +1.0% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | -1.4% | -3.9% | +2.6% | -0.5% |
| 3M | +10.1% | -12.9% | +22.9% | +13.7% |
| 6M | +88.2% | -16.9% | +105.1% | +96.6% |
| YTD | +98.3% | -31.2% | +129.5% | +117.4% |
| 1Y | +96.0% | -16.4% | +112.4% | +101.8% |
| 3Y | +145.8% | -4.4% | +150.2% | +136.7% |
| 5Y | +154.6% | +6.7% | +148.0% | +125.7% |
| 10Y | +2,063.6% | +1.4% | +2,062.2% | +1,689.1% |
| All | +9,374.7% | +287.6% | +9,087.1% | +5,139.3% |
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 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