-31.8%
LVS vs FLR
+2.5%
-34.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.8% | +7.3% | +6.5% |
| 7D | +13.4% | +1.4% | +12.0% | +13.3% |
| 30D | +12.2% | -5.9% | +18.1% | +12.7% |
| 3M | -10.7% | -7.6% | -3.1% | -10.4% |
| 6M | -19.8% | -9.3% | -10.5% | -19.5% |
| YTD | -35.8% | +20.1% | -55.9% | -38.1% |
| 1Y | -31.8% | +3.0% | -34.8% | -32.7% |
| All | -31.8% | +2.5% | -34.3% | -32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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