-10.9%
LVS vs FIVE
+562.8%
-573.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +6.7% | +7.3% | -0.6% | +4.4% |
| 30D | +13.8% | +18.1% | -4.3% | +8.3% |
| 3M | -9.5% | +7.7% | -17.2% | -11.8% |
| 6M | -22.0% | +13.6% | -35.6% | -25.8% |
| YTD | -35.7% | +34.6% | -70.3% | -42.2% |
| 1Y | -36.7% | +66.2% | -102.9% | -46.7% |
| 3Y | -8.8% | +43.5% | -52.3% | -25.6% |
| 5Y | +9.5% | +20.7% | -11.1% | -8.8% |
| 10Y | -10.9% | +541.5% | -552.4% | -45.9% |
| All | -10.9% | +562.8% | -573.7% | -45.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling