+5.7%
LVS vs FDS
-23.5%
+29.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.6% |
| 7D | -2.7% | -8.8% | +6.1% | -0.5% |
| 30D | -4.7% | -1.4% | -3.3% | -4.6% |
| 3M | -15.6% | +13.9% | -29.5% | -19.2% |
| 6M | -18.6% | +27.4% | -46.0% | -24.8% |
| YTD | -32.3% | -2.5% | -29.8% | -32.3% |
| 1Y | -18.0% | -23.8% | +5.8% | -11.3% |
| 3Y | -5.8% | -32.5% | +26.6% | +5.5% |
| 5Y | +5.7% | -23.2% | +28.9% | +22.2% |
| All | +5.7% | -23.5% | +29.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling