-3.3%
LVS vs FGI
-74.8%
+71.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -25.2% | +27.9% | +2.9% |
| 7D | -0.8% | -14.4% | +13.6% | -0.8% |
| 30D | +10.0% | -11.8% | +21.8% | +10.0% |
| 3M | -11.0% | -46.2% | +35.2% | -10.7% |
| 6M | -20.1% | +5.2% | -25.3% | -20.9% |
| YTD | -36.3% | +10.5% | -46.9% | -37.5% |
| 1Y | -36.8% | +25.5% | -62.3% | -38.2% |
| 3Y | -9.5% | -16.0% | +6.5% | -11.8% |
| All | -3.3% | -74.8% | +71.5% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling