0.0%
LVS vs FIVE
+486.0%
-486.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.3% | -0.7% |
| 7D | -2.7% | +1.7% | -4.4% | -3.2% |
| 30D | -4.7% | +5.0% | -9.7% | -6.2% |
| 3M | -15.6% | +29.5% | -45.1% | -22.1% |
| 6M | -18.6% | +12.4% | -31.1% | -22.5% |
| YTD | -32.3% | +31.2% | -63.5% | -38.5% |
| 1Y | -18.0% | +72.9% | -90.9% | -31.9% |
| 3Y | -5.8% | +53.0% | -58.9% | -24.8% |
| 5Y | +5.7% | +34.2% | -28.4% | -15.0% |
| 10Y | 0.0% | +497.6% | -497.6% | -38.4% |
| All | 0.0% | +486.0% | -486.0% | -38.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling