+67.1%
LVS vs FIVE
+868.1%
-801.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.7% |
| 7D | -1.5% | +4.3% | -5.7% | -2.6% |
| 30D | -3.2% | +12.5% | -15.7% | -6.4% |
| 3M | -12.0% | +31.2% | -43.2% | -18.4% |
| 6M | -19.9% | +14.4% | -34.3% | -23.7% |
| YTD | -30.6% | +33.9% | -64.5% | -36.8% |
| 1Y | -17.7% | +65.1% | -82.8% | -29.6% |
| 3Y | -14.2% | +49.0% | -63.2% | -29.5% |
| 5Y | +9.6% | +30.3% | -20.7% | -9.3% |
| 10Y | +5.7% | +481.1% | -475.4% | -39.1% |
| All | +67.1% | +868.1% | -801.1% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling