-9.5%
LVS vs FE
+126.1%
-135.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | -0.8% | +1.2% | -2.1% | -1.2% |
| 30D | +10.0% | +4.5% | +5.5% | +8.7% |
| 3M | -11.0% | +1.3% | -12.4% | -11.4% |
| 6M | -20.1% | +8.7% | -28.8% | -22.1% |
| YTD | -36.3% | +9.2% | -45.6% | -38.2% |
| 1Y | -36.8% | +7.0% | -43.8% | -38.4% |
| 3Y | -9.5% | +51.4% | -60.9% | -20.9% |
| 5Y | +9.3% | +47.7% | -38.4% | -5.5% |
| All | -9.5% | +126.1% | -135.6% | -22.1% |
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