+39.2%
LVS vs FICO
+2,031.1%
-1,991.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -1.3% | +4.0% | -5.2% | -3.0% |
| 30D | +12.2% | -1.5% | +13.7% | +11.8% |
| 3M | -11.3% | -29.8% | +18.5% | -2.1% |
| 6M | -21.6% | -33.3% | +11.6% | -13.8% |
| YTD | -36.6% | -56.9% | +20.3% | -17.0% |
| 1Y | -38.4% | -59.5% | +21.1% | -17.2% |
| 3Y | -10.2% | -26.9% | +16.7% | -21.0% |
| 5Y | +9.4% | +92.9% | -83.5% | -48.3% |
| 10Y | -11.3% | +539.5% | -550.8% | -82.7% |
| All | +39.2% | +2,031.1% | -1,991.9% | -91.8% |
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