+4.1%
LVS vs FICO
+605.7%
-601.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +4.5% |
| 7D | -1.5% | -19.2% | +17.7% | +4.1% |
| 30D | -3.2% | -14.6% | +11.4% | +0.4% |
| 3M | -12.0% | -20.1% | +8.1% | -8.0% |
| 6M | -19.9% | -36.3% | +16.4% | -11.7% |
| YTD | -30.6% | -44.9% | +14.2% | -20.3% |
| 1Y | -17.7% | -38.6% | +20.9% | -10.4% |
| 3Y | -14.2% | +4.0% | -18.2% | -28.8% |
| 5Y | +9.6% | +99.5% | -89.9% | -33.6% |
| All | +4.1% | +605.7% | -601.6% | -64.7% |
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