+41.2%
LVS vs FE
+209.8%
-168.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | +6.7% | -0.5% | +7.2% | +6.9% |
| 30D | +13.8% | +4.3% | +9.5% | +11.9% |
| 3M | -9.5% | +0.4% | -9.9% | -9.7% |
| 6M | -22.0% | +6.9% | -29.0% | -24.4% |
| YTD | -35.7% | +8.0% | -43.7% | -38.1% |
| 1Y | -36.7% | +4.8% | -41.5% | -38.4% |
| 3Y | -8.8% | +49.0% | -57.8% | -24.2% |
| 5Y | +9.5% | +46.2% | -36.7% | -10.4% |
| 10Y | -10.9% | +120.9% | -131.8% | -43.6% |
| All | +41.2% | +209.8% | -168.5% | -27.9% |
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