-11.6%
LVS vs FICO
+512.2%
-523.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +11.1% | -0.9% | +12.0% | +11.3% |
| 30D | +14.7% | +3.3% | +11.3% | +12.7% |
| 3M | -10.9% | -31.7% | +20.8% | -4.2% |
| 6M | -22.3% | -34.0% | +11.6% | -17.1% |
| YTD | -35.8% | -58.3% | +22.5% | -22.3% |
| 1Y | -33.5% | -57.9% | +24.5% | -19.8% |
| 3Y | -11.7% | -24.1% | +12.3% | -21.5% |
| 5Y | +2.6% | +85.3% | -82.7% | -40.5% |
| All | -11.6% | +512.2% | -523.8% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling