-37.7%
LVS vs FGI
+45.3%
-83.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | +5.2% | -1.4% | +6.6% | +5.2% |
| 30D | +12.0% | -3.2% | +15.2% | +12.0% |
| 3M | -11.5% | +64.1% | -75.6% | -12.6% |
| 6M | -23.2% | +17.2% | -40.4% | -23.9% |
| YTD | -36.7% | +31.6% | -68.3% | -38.5% |
| All | -37.7% | +45.3% | -83.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling