-31.8%
LVS vs FANG
+32.3%
-64.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +5.8% |
| 7D | +13.4% | -11.3% | +24.7% | +11.9% |
| 30D | +12.2% | -0.7% | +12.8% | +11.8% |
| 3M | -10.7% | -4.2% | -6.6% | -11.3% |
| 6M | -19.8% | -13.5% | -6.4% | -20.9% |
| YTD | -35.8% | +23.7% | -59.5% | -37.3% |
| 1Y | -31.8% | +34.3% | -66.1% | -34.8% |
| All | -31.8% | +32.3% | -64.1% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling