+6.7%
LVS vs FIVE
+38.7%
-32.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | +0.3% | +3.7% | -3.3% | -0.7% |
| 30D | -3.9% | +4.0% | -7.9% | -5.1% |
| 3M | -12.9% | +36.2% | -49.1% | -20.1% |
| 6M | -16.9% | +18.0% | -35.0% | -21.6% |
| YTD | -31.2% | +34.9% | -66.1% | -37.6% |
| 1Y | -16.4% | +67.9% | -84.3% | -29.1% |
| 3Y | -4.4% | +57.3% | -61.7% | -22.4% |
| 5Y | +6.7% | +39.5% | -32.9% | -8.7% |
| All | +6.7% | +38.7% | -32.0% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling