-3.3%
LVS vs FLR
+19.7%
-23.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | -3.5% | -3.5% | 0.0% | -2.7% |
| 30D | -6.2% | +4.2% | -10.4% | -7.3% |
| 3M | -14.8% | +8.1% | -22.9% | -17.2% |
| 6M | -20.9% | +21.5% | -42.4% | -25.8% |
| YTD | -33.0% | +36.8% | -69.8% | -39.2% |
| 1Y | -20.0% | +31.2% | -51.2% | -27.1% |
| 3Y | -6.9% | +53.9% | -60.8% | -21.8% |
| 5Y | +9.1% | +243.0% | -234.0% | -25.6% |
| All | -3.3% | +19.7% | -23.0% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling