-21.0%
LVS vs FIVN
+282.0%
-303.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.0% |
| 7D | -2.7% | -9.6% | +6.9% | -1.1% |
| 30D | -4.7% | -11.9% | +7.2% | -2.9% |
| 3M | -15.6% | +40.1% | -55.7% | -21.3% |
| 6M | -18.6% | +68.3% | -87.0% | -27.6% |
| YTD | -32.3% | +51.5% | -83.7% | -38.9% |
| 1Y | -18.0% | +15.1% | -33.1% | -22.8% |
| 3Y | -5.8% | -55.6% | +49.7% | +0.8% |
| 5Y | +5.7% | -82.4% | +88.2% | +25.2% |
| 10Y | 0.0% | +114.5% | -114.5% | -21.1% |
| All | -21.0% | +282.0% | -303.0% | -41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling