+5.4%
LVS vs FGI
-70.4%
+75.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.9% | -0.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.5% |
| 30D | -3.2% | +65.4% | -68.6% | -4.3% |
| 3M | -12.0% | +23.5% | -35.5% | -12.7% |
| 6M | -19.9% | +60.5% | -80.4% | -21.6% |
| YTD | -30.6% | +30.0% | -60.6% | -31.9% |
| 1Y | -17.7% | +82.1% | -99.8% | -20.5% |
| 3Y | -14.2% | -4.4% | -9.8% | -16.3% |
| All | +5.4% | -70.4% | +75.7% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling