+52.3%
LVS vs FDS
+1,060.2%
-1,007.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +1.8% |
| 7D | -1.5% | -1.9% | +0.4% | -0.5% |
| 30D | -3.2% | +9.0% | -12.2% | -8.7% |
| 3M | -12.0% | +18.9% | -30.8% | -23.0% |
| 6M | -19.9% | +35.1% | -55.0% | -36.6% |
| YTD | -30.6% | +5.5% | -36.1% | -36.8% |
| 1Y | -17.7% | -16.8% | -0.9% | -14.7% |
| 3Y | -14.2% | -28.1% | +13.8% | -4.5% |
| 5Y | +9.6% | -17.4% | +27.0% | +6.2% |
| 10Y | +5.7% | +85.4% | -79.8% | -50.9% |
| All | +52.3% | +1,060.2% | -1,007.9% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling