+5.3%
LVS vs FE
+43.6%
-38.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.4% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | +14.7% | +5.2% | +9.5% | +13.9% |
| 3M | -10.9% | 0.0% | -10.9% | -11.0% |
| 6M | -22.3% | +5.0% | -27.4% | -23.0% |
| YTD | -35.8% | +7.9% | -43.7% | -36.8% |
| 1Y | -33.5% | +6.3% | -39.8% | -34.4% |
| 3Y | -11.7% | +46.0% | -57.7% | -18.2% |
| All | +5.3% | +43.6% | -38.4% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling