-14.0%
LVS vs FIVE
+596.6%
-610.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -3.0% |
| 7D | +5.2% | +6.2% | -1.0% | +3.3% |
| 30D | +12.0% | +18.2% | -6.2% | +6.6% |
| 3M | -11.5% | +3.8% | -15.3% | -12.8% |
| 6M | -23.2% | +13.7% | -37.0% | -27.0% |
| YTD | -36.7% | +34.7% | -71.4% | -43.1% |
| 1Y | -36.8% | +66.6% | -103.4% | -46.8% |
| 3Y | -10.5% | +44.3% | -54.8% | -27.1% |
| 5Y | +5.1% | +18.8% | -13.7% | -12.1% |
| 10Y | -14.0% | +569.2% | -583.2% | -47.3% |
| All | -14.0% | +596.6% | -610.5% | -47.3% |
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