-31.8%
LVS vs FIVE
+63.3%
-95.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.7% | -0.2% | +5.1% |
| 7D | +13.4% | +7.5% | +5.9% | +11.8% |
| 30D | +12.2% | +16.7% | -4.5% | +9.0% |
| 3M | -10.7% | +13.4% | -24.1% | -12.8% |
| 6M | -19.8% | +9.0% | -28.9% | -21.5% |
| YTD | -35.8% | +33.8% | -69.6% | -38.4% |
| 1Y | -31.8% | +61.2% | -93.0% | -36.1% |
| All | -31.8% | +63.3% | -95.1% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling