+52.3%
LVS vs FE
+208.6%
-156.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -1.5% | +1.9% | -3.4% | -2.2% |
| 30D | -3.2% | -1.2% | -2.1% | -2.8% |
| 3M | -12.0% | +3.5% | -15.5% | -13.4% |
| 6M | -19.9% | -6.1% | -13.8% | -18.4% |
| YTD | -30.6% | +7.6% | -38.2% | -33.2% |
| 1Y | -17.7% | +11.9% | -29.7% | -22.2% |
| 3Y | -14.2% | +48.4% | -62.6% | -28.6% |
| 5Y | +9.6% | +44.8% | -35.2% | -10.1% |
| 10Y | +5.7% | +115.9% | -110.2% | -32.6% |
| All | +52.3% | +208.6% | -156.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling