-37.7%
LVS vs FIVE
+63.1%
-100.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.6% | -7.0% | -2.4% |
| 7D | +5.2% | +6.2% | -1.0% | +3.9% |
| 30D | +12.0% | +18.2% | -6.2% | +8.6% |
| 3M | -11.5% | +3.8% | -15.3% | -12.4% |
| 6M | -23.2% | +13.7% | -37.0% | -25.4% |
| YTD | -36.7% | +34.7% | -71.4% | -39.5% |
| All | -37.7% | +63.1% | -100.8% | -42.3% |
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 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