+52.3%
LVS vs FHN
+8.4%
+43.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -3.2% | -4.7% | +1.5% | -1.2% |
| 3M | -12.0% | +3.5% | -15.5% | -13.7% |
| 6M | -19.9% | +7.8% | -27.7% | -23.2% |
| YTD | -30.6% | +5.9% | -36.5% | -33.1% |
| 1Y | -17.7% | +12.5% | -30.2% | -23.4% |
| 3Y | -14.2% | +117.2% | -131.4% | -44.0% |
| 5Y | +9.6% | +86.5% | -76.9% | -32.0% |
| 10Y | +5.7% | +125.7% | -120.1% | -47.2% |
| All | +52.3% | +8.4% | +43.9% | -15.9% |
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