+39.7%
LVS vs FHN
+3.0%
+36.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -0.8% | +2.1% | -3.0% | -1.8% |
| 30D | +10.0% | +3.8% | +6.2% | +8.1% |
| 3M | -11.0% | -8.9% | -2.1% | -7.2% |
| 6M | -20.1% | +1.8% | -22.0% | -21.3% |
| YTD | -36.3% | +0.6% | -36.9% | -37.2% |
| 1Y | -36.8% | +12.9% | -49.8% | -41.0% |
| 3Y | -9.5% | +126.4% | -135.9% | -42.0% |
| 5Y | +9.3% | +62.3% | -53.0% | -27.4% |
| 10Y | -11.0% | +84.0% | -94.9% | -50.4% |
| All | +39.7% | +3.0% | +36.8% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling