-9.5%
LVS vs FDS
-23.3%
+13.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -0.8% | +1.5% | -2.3% | -1.1% |
| 30D | +10.0% | +14.8% | -4.8% | +7.1% |
| 3M | -11.0% | +16.3% | -27.3% | -13.8% |
| 6M | -20.1% | +66.2% | -86.4% | -28.9% |
| YTD | -36.3% | +16.2% | -52.6% | -38.2% |
| 1Y | -36.8% | +21.8% | -58.7% | -39.6% |
| 3Y | -9.5% | -23.9% | +14.3% | -2.2% |
| All | -9.5% | -23.3% | +13.7% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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