-3.3%
LVS vs FIVN
+118.5%
-121.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -3.5% | -7.8% | +4.4% | -2.1% |
| 30D | -6.2% | -1.7% | -4.5% | -6.2% |
| 3M | -14.8% | +47.2% | -62.0% | -21.7% |
| 6M | -20.9% | +82.7% | -103.6% | -31.2% |
| YTD | -33.0% | +52.9% | -86.0% | -40.2% |
| 1Y | -20.0% | +17.5% | -37.5% | -25.2% |
| 3Y | -6.9% | -55.8% | +48.9% | +0.5% |
| 5Y | +9.1% | -82.3% | +91.4% | +30.7% |
| All | -3.3% | +118.5% | -121.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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