+41.6%
LVS vs FICO
+1,968.4%
-1,926.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +11.4% | -0.3% | +11.6% | +11.4% |
| 30D | +13.6% | +1.7% | +11.9% | +11.0% |
| 3M | -10.0% | -35.2% | +25.2% | +2.9% |
| 6M | -20.6% | -33.7% | +13.1% | -12.5% |
| YTD | -35.5% | -58.2% | +22.6% | -14.4% |
| 1Y | -32.9% | -56.6% | +23.7% | -12.9% |
| 3Y | -10.3% | -24.0% | +13.7% | -23.0% |
| 5Y | +3.1% | +86.1% | -83.0% | -50.6% |
| 10Y | -11.4% | +522.8% | -534.2% | -82.6% |
| All | +41.6% | +1,968.4% | -1,926.8% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling