-3.8%
LVS vs FHN
+129.4%
-133.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -4.3% | -0.8% | -3.5% | -4.0% |
| 30D | -6.8% | -2.6% | -4.2% | -6.0% |
| 3M | -15.6% | +0.8% | -16.5% | -16.1% |
| 6M | -20.6% | +9.2% | -29.8% | -23.5% |
| YTD | -33.4% | +5.1% | -38.5% | -35.0% |
| 1Y | -20.1% | +12.2% | -32.3% | -24.3% |
| 3Y | -7.4% | +132.4% | -139.8% | -35.2% |
| 5Y | +8.5% | +91.1% | -82.6% | -26.6% |
| All | -3.8% | +129.4% | -133.3% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FHN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling