-6.9%
LVS vs FANG
+45.3%
-52.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -3.5% | +2.9% | -6.4% | -4.0% |
| 30D | -6.2% | +2.6% | -8.9% | -6.8% |
| 3M | -14.8% | +7.6% | -22.4% | -16.4% |
| 6M | -20.9% | +17.3% | -38.2% | -24.8% |
| YTD | -33.0% | +38.7% | -71.7% | -39.5% |
| 1Y | -20.0% | +51.6% | -71.7% | -30.0% |
| 3Y | -6.9% | +50.0% | -56.9% | -23.1% |
| All | -6.9% | +45.3% | -52.2% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling