-10.9%
LVS vs FE
+110.9%
-121.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +6.7% | -0.5% | +7.2% | +6.8% |
| 30D | +13.8% | +4.3% | +9.5% | +12.5% |
| 3M | -9.5% | +0.4% | -9.9% | -9.6% |
| 6M | -22.0% | +6.9% | -29.0% | -23.6% |
| YTD | -35.7% | +8.0% | -43.7% | -37.4% |
| 1Y | -36.7% | +4.8% | -41.5% | -37.9% |
| 3Y | -8.8% | +49.0% | -57.8% | -20.0% |
| 5Y | +9.5% | +46.2% | -36.7% | -5.0% |
| 10Y | -10.9% | +120.9% | -131.8% | -23.6% |
| All | -10.9% | +110.9% | -121.8% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling