-5.3%
LVS vs FE
+50.0%
-55.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.5% | +1.9% | -3.4% | -1.8% |
| 30D | -3.2% | -1.2% | -2.1% | -3.1% |
| 3M | -12.0% | +3.5% | -15.5% | -12.6% |
| 6M | -19.9% | -6.1% | -13.8% | -19.0% |
| YTD | -30.6% | +7.6% | -38.2% | -32.2% |
| 1Y | -17.7% | +11.9% | -29.7% | -20.7% |
| All | -5.3% | +50.0% | -55.3% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling